| 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 |