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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 Derivatives

Equity derivative instruments supported by Financial Instruments Toolbox™.