Feel free to use the resources and Matlab code (and modify them to your needs) provided in this website.

If you use the material (code/GUIs/videos) contained in this website in your research, please cite it as:

  • Nicola Fusari, Matlab Option Pricing Toolbox 1.0, 2015 (available at: www.nicolafusari.com/resources)

Disclaimer: all the material provided in this website is still in development. I'm constantly revising the code, adding comments and references to make the code user-friendly. Please, feel free to contact me if you find any error or if you have any question or suggestion.