Black Scholes Formula

버전 1.0.0.0 (11.9 KB) 작성자: Krishna Prasad
Black Scholes Fromula, call or put option price of Dividend and Non Dividend paying stock.
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업데이트 날짜: 2011/11/14

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The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.
Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate call or put option price for Dividend and non Dividend paying stocks.

인용 양식

Krishna Prasad (2024). Black Scholes Formula (https://www.mathworks.com/matlabcentral/fileexchange/33770-black-scholes-formula), MATLAB Central File Exchange. 검색됨 .

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