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, 1993, Vol. 9, Suppl., pp. S88S99.
Bjerksund, P. and G. Stensland, Closed Form Valuation of American Options, Discussion paper 2002 (http://www.scribd.com/doc/215619796/ClosedformValuationofAmericanOptionsbyBjerksundandStensland#scribd)