{ "cells": [ { "cell_type": "markdown", "metadata": { "Collapsed": "false" }, "source": [ "# American Put Option Pricing Model\n", "\n", "**Randall Romero Aguilar, PhD**\n", "\n", "This demo is based on the original Matlab demo accompanying the Computational Economics and Finance 2001 textbook by Mario Miranda and Paul Fackler.\n", "\n", "Original (Matlab) CompEcon file: **demdp05.m**\n", "\n", "Running this file requires the Python version of CompEcon. This can be installed with pip by running\n", "\n", " !pip install compecon --upgrade\n", "\n", "Last updated: 2022-Oct-23\n", "