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Jul 27

American Options via Monte Carlo Simulations

Posted by abiao at 09:49 | Code » Matlab | Comments(2) | Reads(17279)
when I try and run this code i get the error: "Undefined function 'ols' for input arguments of type 'double'."

do you know why or how I can fix this?
ols() is a least square function, basically you can change it to regress() if you Matlab has such a package, alternatively, you can try an ols() function here http://read.pudn.com/downloads169/sourcecode/math/779348/matlab%20code/ols.m__.htm.
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