OptionPricingMatlabCode

Matlab function american_call_baw american_call_bin american_call_bin_contpay american_call_bin_partials american_call_bin_propdiv americal_call_bjerkesun_stensland american_call_futures_bin american_call_futures_currcy_bin americal_call_onediv americal_call_perpetual american_put_bin american_put_johnson asian_geom_avg_call bermudan_put_bin bs_european_call_partials bs_european_call bs_european_put european_call_bin european_call_contpay european_call_div european_call_futures european_call_futures_currcy european_call_loopback european_call_merton Purpose Barone-Adesi and Whaley (1987) quadratic approximation to the price of a call option. Price of American call option using a binomial approximation Binomial option price with continous payout from the underlying commodity Hedge parameters for an American call option using a binomial tree Binomial option price of stock option with an underlying stock that pays proportional dividends Approximation of American call due to Bjerksund and Stensland (1993) Pricing an american call on an option on futures using a binomial approximation Pricing a futures currency option using a binomial approximation Roll-Geske-Whaley price of american call option paying one fixed dividend paying stock Price for an american perpetual call option Price of American put using a binomial approximation Johnson (1983) approximation to an american put price Analytical price of an Asian geometric average price call by Kemma and Vorst (1990) Binomial approximation to a Bermudan put option Partials of a European call option priced using Black-Scholes formula European put option using Black-Scholes' formula European put option using Black-Scholes' formula Call option price for binomial european Option price with continous payout from underlying asset European option price with dividend-paying stock as underlying asset European call option on futures contract European futures call option on currency European lookback call option by Goldman, Sosin and Gatto (1979) Merton's jump diffusion formula for a European call option