Roll-Geske-Whaley Model

Calculate implied volatility, price, and sensitivity using option pricing model for American call options

Price and analyze equity call option instruments using a Roll-Geske-Whaley model.

Functions

`impvbyrgw`	Determine implied volatility using Roll-Geske-Whaley option pricing model for American call option
`optstockbyrgw`	Determine American call option prices using Roll-Geske-Whaley option pricing model
`optstocksensbyrgw`	Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing model

Topics

Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.