Pricing of American call option on futures using a binomial approximation

1 | ```
am_call_bin_futures(F, K, r, sigma, t, steps)
``` |

`F` |
price of futures contract |

`K` |
exercise price |

`r` |
risk-free interest rate |

`sigma` |
volatility |

`t` |
time to maturity |

`steps` |
number of steps in binomial tree |

`call_price ` |
Option price |

Paolo Zagaglia, paolo.zagaglia@gmail.com

John Hull, "Options, Futures and other Derivative Securities", Prentice-Hall, second edition, 1993.

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