Visualize dynamic hedging: blscallprice(S,K,r,t,sigma) - File Exchange

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hedgedemo HEDGEDEMO GUI-aided illustration of dynamic delta-hedging
blscallprice(S,K,r,t,sigma) BLSCALLPRICE Black-Scholes call price (BLSPRICE wrapper)
blsputprice(S,K,r,t,sigma) BLSPUTPRICE Black-Scholes put price (BLSPRICE wrapper)
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from Visualize dynamic hedging by Dimitri Shvorob
(via an interactive GUI)

blscallprice(S,K,r,t,sigma)
function[f] = blscallprice(S,K,r,t,sigma) % BLSCALLPRICE Black-Scholes call price (BLSPRICE wrapper) % Example blscallprice(x,100,.05,t,.25) f = blsprice(S,K,r,t,sigma);