| Library: | finance |
| See also: | bs1 mcmillan |
| Macro: | bitree | |
| Description: | calculates option prices using the Binomial tree |
| Usage: | bitree(vers,task) | |
| Input: | ||
| vers | scalar: (=0) - european option, (=1) - american option | |
| task | scalar: (=1) - without dividend, (=2) - with continuously paid dividend, (=3) - in % of the stock value", (=4) - with a fixed dividend at the end of T, (=5) - if for exchange rate | |
library("finance")
bitree(1, 1)
option price
| Library: | finance |
| See also: | bs1 mcmillan |