(*********************************************************************)
(* APOh *)
(* A Mathematica code for practical use of businessman to gain *)
(* the optimal exercise boundary of American put option without *)
(* dividends. *)
(* *)
(* APO-48-10.txt contains the HAM-based analytic approximations *)
(* given by the Mathematica code APO, which give accurate results *)
(* of optimal exercise boundary in a few seconds. *)
(* *)
(* This version is for Mathematica 5.2 *)
(* *)
(* Dr. Shijun Liao *)
(* Shanghai Jiao Tong University *)
(* China *)
(* December, 2010 *)
(*********************************************************************)
< {0.8*Bp, X},
PlotStyle ->{RGBColor[1, 0, 0], RGBColor[0, 1, 0], RGBColor[0, 0,1]}];
Print[" Order of homotopy-approximation : ",n];
Print[" Green line : optimal exercise boundary B in polynomial "];
Print[" Blue line : optimal exercise boundary B by Pade method "];
Print[" Red line : perpetual optimal exercise price "];
];
];