Library: | finance |
See also: | bs1 mcmillan |
Macro: | bitree | |
Description: | calculates option prices using the Binomial tree |
Usage: | bs1(vers,task) | |
Input: | ||
vers | scalar , =1 without dividend =2 with continuously paid dividend =3 with a fixed dividend at the end of T =4 if for exchange rate | |
task | scalar , =0 european option =1 american option |
see optstart
option price
Library: | finance |
See also: | bs1 mcmillan |