Code for Chapter 9 (Methods for American Options):

• PSOR_solver.m (implements the projected SOR algorithm)
  
• crank_fd_PSOR.m (numerically solves for American option prices)
  
• dup_fig_9_4.m (duplicates the example from Figure 9.4)
  
• dup_fig_9_5.m (duplicates the example from Figure 9.5)