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Barone-Adesi-Whaley Model
Price, sensitivity, and implied volatility for American
vanilla options using Barone-Adesi-Whaley model
Compute prices and sensitivities for American options using the Barone-Adesi and Whaley option pricing model.
Functions
optstockbybaw | Calculate American options prices using Barone-Adesi and Whaley option pricing model |
optstocksensbybaw | Calculate American options prices and sensitivities using Barone-Adesi and Whaley option pricing model |
impvbybaw | Calculate implied volatility using Barone-Adesi and Whaley option pricing model |
Topics
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.
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