Price American options using BjerksundStensland 2002 option pricing model
Price = optstockbybjs(RateSpec,
StockSpec, Settle, Maturity,
OptSpec, Strike)
 The annualized continuously compounded rate term structure.
For information on the interest rate specification, see 
 Stock specification. See 








Price = optstockbybjs(RateSpec,
StockSpec, Settle, Maturity,
computes American option prices with continuous dividend yield using
the BjerksundStensland 2002 option pricing model.
OptSpec, Strike)
Price
is a NINST
by1
vector
of expected option prices.
Note:

Bjerksund, P. and G. Stensland. "ClosedForm Approximation of American Options." Scandinavian Journal of Management. Vol. 9, 1993, , Suppl., pp. S88–S99.
Bjerksund, P. and G. Stensland. "Closed Form Valuation of American Options." Discussion paper 2002 (http://www.scribd.com/doc/215619796/ClosedformValuationofAmericanOptionsbyBjerksundandStensland#scribd)