# Call Price based on Bjerksund/Stensland Model. # Parameters. # underlying_price: Price of underlying asset. # exercise_price: Exercise price of the option.

The Bjerksund-Stensland model calculator is a system that determines the price or value using specific programming tools. In short, it typically uses a dynamic ...

Compute American option prices with continuous dividend yield or price European spread options using the Bjerksund-Stensland 2002 option pricing model.

The BjerksundStensland function calculates the theoretical price, sensitivities, and the implied volatility of American options using the Bjerksund-Stensland ...

The Bjerksund-Stensland model is a closed-form option pricing model used to calculate the price of an American option.

16 июн. 2024 г. · To calculate option prices using the Bjerksund-Stensland model, you need to input several parameters, including the stock price, strike price, ...

This MATLAB function computes American option prices or sensitivities using the Bjerksund-Stensland 2002 option pricing model.

We will compare the Bjerksund and Stensland 1993 and 2002 approximation with binomial model, trinomial model and Crank-Nicolson finite difference method. We ...

24 янв. 2024 г. · The Bjerksund-Stensland model is able to complete complex calculations more quickly and efficiently compared to many other pricing methods.

18 июн. 2024 г. · This model is used to calculate the price of American options, which are options that can be exercised at any time before their expiration date.