Code for Chapter 7 (American Options):

• local_american_solution.nb (performs some algebra in the local analysis of the free boundary associated with american options)
  
• solve_loc_am_bl.m (solves for the transcendental equation in the local analysis of the free boundary associated with american options)
  
• prob_7_3_pt_a.m (computes and plots the obstacle solution for part a of this problem)
  
• prob_7_3_pt_b.m (computes and plots the obstacle solution for part b of this problem)
  
• prob_7_9_algebra.nb (some algebra for this problem)