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Price European, Bermudan, or American vanilla options using Longstaff-Schwartz model

returns vanilla
option prices using the Longstaff-Schwartz model. `Price`

= optstockbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)`optstockbyls`

computes
prices of European, Bermudan, and American vanilla options. For American
and Bermudan options, the Longstaff-Schwartz least squares method
is used to calculate the early exercise premium.

returns
vanilla option prices using the Longstaff-Schwartz model using optional
name-value pair arguments. `Price`

= optstockbyls(___,`Name,Value`

)`optstockbyls`

computes
prices of European, Bermudan, and American vanilla options. For American
and Bermudan options, the Longstaff-Schwartz least squares method
is used to calculate the early exercise premium.

`[`

returns vanilla
option prices using the Longstaff-Schwartz model. `Price`

,`Path`

,`Times`

,`Z`

]
= optstockbyls(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

)`optstockbyls`

computes
prices of European, Bermudan, and American vanilla options. For American
and Bermudan options, the Longstaff-Schwartz least squares method
is used to calculate the early exercise premium.

`[`

returns
vanilla option prices using the Longstaff-Schwartz model using optional
name-value pair arguments. `Price`

,`Path`

,`Times`

,`Z`

]
= optstockbyls(___,`Name,Value`

)`optstockbyls`

computes
prices of European, Bermudan, and American vanilla options. For American
and Bermudan options, the Longstaff-Schwartz least squares method
is used to calculate the early exercise premium.

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