Appendix of the file contains Matlab code for pricing of American options using different types of methods: A.1 Direct Discretization - Explicit Method A.2 Direct Discretization - Implicit Method A.3 Brennan & Schwartz Model 1 A.4 Brennan & Schwartz Model 2 - Explicit Method A.5 Brennan & Schwartz Model 2 - Implicit Method A.6 Courtadon Model 1 A.7 Courtadon Model 2 A.8 Wilmott et. al. - Theta Method A.9 Linear Complementarity Model - Theta Method
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