BSCall: Black Scholes Call

Description Usage Examples

Description

Analytical solution for the price of european options.

Usage

1
BSCall(Spot = 100, Strike = 110, sigma = 0.2,r = 0.06)

Examples

1
BSCall(Spot = 100, Strike = 110, sigma = 0.2,r = 0.06)

dorianquelle/AdFin documentation built on June 23, 2019, 3:32 a.m.