 Usage:  mcmillan(eopv,sel,task,ingred)  

 

 Input:



  eopv                   scalar , value of the european option 

                         

  sel                    2 x 1 vector , if sel[1]=1 'call', else 'put' 

                         

  task                   scalar: (=1) - without dividend, (=2) - with 

                         continuously paid dividend, (=3) - 

                         with a fixed dividend at the end of T, 

                         (=4) - if for exchange rate 

                         

  ingred                 6 x 1 vector , stock price, strike price, 

                         time of expiration, volatility, 

                         domain interest rate, dividend 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

