<t>To athletico<br/> <br/> In my program u can choose how many call/put u want in short or long position, then u write the matrix of prices, where the last column is the payoff and the first and last row the boundary conditions. The volatility is constant and so interest rate and all contracts have ...

<t>Hi everyone!<br/> Could someone help me to solve a matlab problem?<br/> <br/> I have to calculate the sign of gamma parameter of an assigned combined position of call/put options using finite difference method by matlab code, but in a simple case as european call the output show me some negative ...