Price options on stocks using Leisen-Reimer binomial tree model
[
adds an optional name-value pair argument for Price
,PriceTree
] = optstockbylr(___,Name,Value
)AmericanOpt
.
[1] Leisen D.P., M. Reimer. “Binomial Models for Option Valuation – Examining and Improving Convergence.” Applied Mathematical Finance. Number 3, 1996, pp. 319–346.