optstockbyrgw
Determine American call option prices using Roll-Geske-Whaley option pricing model
Description
computes the American call option prices using the Roll-Geske-Whaley option pricing model.
Price
= optstockbyrgw(RateSpec
,StockSpec
,Settle
,Maturity
,Strike
)optstockbyrgw
computes prices of American calls with a single cash
dividend using the Roll-Geske-Whaley option pricing model.
Note
Alternatively, you can use the Vanilla
object to price
vanilla options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
Examples
Input Arguments
Output Arguments
More About
Version History
Introduced in R2008bSee Also
impvbyrgw
| intenvset
| optstocksensbyrgw
| stockspec
| Vanilla
Topics
- Equity Derivatives Using Closed-Form Solutions
- Pricing Using the Roll-Geske-Whaley Model
- Price European Vanilla Call Options Using Black-Scholes Model and Different Equity Pricers
- Vanilla Option
- Roll-Geske-Whaley Model
- Supported Equity Derivative Functions
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects