p>HTTP/1.1 200 OKServer: GlassFish Server Open Source Edition 4.1.2 X-Powered-By: Servlet/3.1 JSP/2.3 (GlassFish Server Open Source Edition 4.1.2 Java/Oracle Corporation/1.8) Set-Cookie: JSESSIONID=32b81afcbfd0e713ddc73d23e696; Path=/; Secure; HttpOnly Set-Cookie: MW_Doc_Template=WEB||||||||||; Path=/help Cache-Control: no-store, no-cache, must-revalidate, post-check=0, pre-check=0 Pragma: no-cache Expires: Mon, 14 Oct 2019 18:18:40 EDT Content-Type: text/html;charset=utf-8 Date: Mon, 26 Oct 2020 04:29:56 GMT Transfer-Encoding: chunked fa0d Barone-Adesi-Whaley Model - MATLAB & Simulink - MathWorks España
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Barone-Adesi-Whaley Model

Price, sensitivity, and implied volatility for American vanilla options using Barone-Adesi-Whaley model

Functions

optstockbybawCalculate American options prices using Barone-Adesi and Whaley option pricing model
optstocksensbybawCalculate American options prices and sensitivities using Barone-Adesi and Whaley option pricing model
impvbybawCalculate 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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