American Call option Pricing Approximation
Updated 2 Mar 2005
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.
S B (2023). American Call option Pricing Approximation (https://www.mathworks.com/matlabcentral/fileexchange/7024-american-call-option-pricing-approximation), MATLAB Central File Exchange. Retrieved .
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