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Download Now!American Option Pricing using Random Tree
Submitter: vanna Date: 2006/9/2
Description:
This file contains an example of how to price American options using random tree method, as described in Glasserman

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Poster Thread
Anonymous
Posted: 2012/2/24 11:45  Updated: 2012/3/18 11:08
 American Option Pricing using Random Tree
Hi,

I want to create a random tree as in "American Option Pricing using Random Tree", but I need to modify it. In the Excel file I cannot step into the code to read it. Can you help in providing the code? It would be really helpful if you could send it to hansafuru@hotmail.com

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