American call option matlab
Updated 02 Mar Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:.
Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution.
More pricing options would be followed soon.
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Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing model - MATLAB optstocksensbyrgw - MathWorks France
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Pricing American Options - File Exchange - MATLAB Central
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