Bjerksund-Stensland Model

Calculate implied volatility, price, and sensitivity using option pricing model

Functions

impvbybjs Determine implied volatility using Bjerksund-Stensland 2002 option pricing model
optstockbybjs Price American options using Bjerksund-Stensland 2002 option pricing model
optstocksensbybjs Determine American option prices and sensitivities using Bjerksund-Stensland 2002 option pricing model
spreadbybjs Price European spread options using Bjerksund-Stensland pricing model
spreadsensbybjs Calculate European spread option prices and sensitivities using Bjerksund-Stensland pricing model
Was this topic helpful?