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Roll-Geske-Whaley Model

Calculate implied volatility, price, and sensitivity using option pricing model for American call options

Functions

impvbyrgw Determine implied volatility using Roll-Geske-Whaley option pricing model for American call option
optstockbyrgw Determine American call option prices using Roll-Geske-Whaley option pricing model
optstocksensbyrgw Determine American call option prices and sensitivities using Roll-Geske-Whaley option pricing model
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