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bisect(S0,k,r,T,sigma,D1,t1) bisectional method of finding the value of S_Star to be used in
bivnormcdf(a,b,rho) Gives the bivariate normal disribution function probabilities
bsprice(S, k, r, T, sigma) Call and put prices of black-Scholes Equation
normcdfM(x) Gives the normal cumulative density function probabilities
rogewhaley(S0,k,r,T,sigma,D1,... Roll, Geske, Whaley approximation of an American Call Price
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American Call option Pricing Approximation

01 Mar 2005 (Updated 02 Mar 2005)

Roll, geske , whaley approximation of american calls and puts with one dividend.

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Description	Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon.
MATLAB release	MATLAB 7.0.1 (R14SP1)

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Everyone's Tags	american call option(2), analysis, bivar, dividends, finance, geske, modeling, roll, whaley
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