http://www.maths.strath.ac.uk/~aas96106/algfiles.html
  <dt> MATLAB files from the article:
            <li>
          <strong>An Algorithmic Introduction to Numerical Simulation
           of Stochastic Differential equations</strong>, 
            by D. J. Higham,
               SIAM Review, Education Section, Vol 43, 2001.

  <dt> 
    <dl>
       <ul>
	 <li>  
<a href="bpath1.m">
          bpath1.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="bpath2.m">
          bpath2.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="bpath3.m">
          bpath3.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="chain.m">
          chain.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="em.m">
          em.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="emstrong.m">
          emstrong.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="emweak.m">
          emweak.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="milstrong.m">
          milstrong.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="stab.m">
          stab.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="stint.m">
          stint.m
         </a>
       </ul>

  </dl>

  <dt> MATLAB files from the report:
            <li>
           <strong>MAPLE and MATLAB for Stochastic Differential Equations in
             Finance</strong>, 
            by D. J. Higham and P. E. Kloeden,
              in Programming Languages and Systems in Computational
               Economics and Finance, Editor: Soren S. Neilsen,
                     Kluwer, pages 233--270, to appear, 2002.
  <dt> 
    <dl>
       <ul>
	 <li>  
<a href="euler1.m">
          euler1.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euler2.m">
          euler2.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="option1.m">
          option1.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="option2.m">
          option2.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="option3.m">
          option3.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="mil.m">
          mil.m
         </a>
       </ul>

</dl>

 <dl>
</dl>

  <dt> MATLAB files from the article
            <li>
           <strong>Nine Ways to Implement the Binomial Method for
                    Option Valuation in MATLAB</strong>, 
            by D. J. Higham, 
       to appear in SIAM Review, Education Section.
    (Note that this manuscript and the accompanying files supersede
    the original technical report: 
   Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB, 
   by D. J. Higham, University of Strathclyde Mathematics Research Report 17 (2001), July 2001.)

  <dt> 
    <dl>
       <ul>
	 <li>  
<a href="euro1.m">
          euro1.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro2.m">
          euro2.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro3.m">
          euro3.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro4.m">
          euro4.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro5.m">
          euro5.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro6.m">
          euro6.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro7.m">
          euro7.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro8.m">
          euro8.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="euro9.m">
          euro9.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="bs.m">
          bs.m
         </a>
       </ul>
       <ul>
	 <li>  
<a href="american.m">
          american.m
         </a>
       </ul>

</dl>


 <dl>
   See the book 
    <a href="http://www.ma.man.ac.uk/~higham/mg"> Matlab Guide </a>
     for more info about MATLAB.
</dl>

 <dl>
    <a href="http://www.maths.strath.ac.uk/~aas96106/reps.html"> 
     List of Research Reports</a>
    by Des Higham.
</dl>

   <ul>
     <A HREF="http://homepages.strath.ac.uk/~aas96106/">
     Go to my home page.
     </A>
       </ul>