Matlab code for black-scholes

I wrote this code but I think it's incorrect. If any one have an idea

S = 1.6; % spot exchange rate

X = 1.6; % strike

T = .3333;

r_d = .08; % USD interest rate

r_f = .11; % GBP interest rate

sigma = .2;

Price = blsprice(S,X,r_d,T,sigma,r_f)

Answer 1

[Rohit Pappu]

For computing price of European Call Option using Binomial model, the appropriate technique would be to use Cox-Ross-Rubinstein model .

Pricing European Call Options Using Different Equity Models compares the various models extensively and can help in choosing the appropriate model for the above question.