This is machine translation
Translated by 
Mouseover text to see original. Click the button below to return to the English version of the page.
Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.
Barone-Adesi-Whaley Model
Price, sensitivity, and implied volatility for American
vanilla options using Barone-Adesi-Whaley model
Functions
optstockbybaw | Calculate American options prices using Barone-Adesi and Whaley option pricing model |
optstocksensbybaw | Calculate American options prices and sensitivities using Barone-Adesi and Whaley option pricing model |
impvbybaw | Calculate implied volatility using Barone-Adesi and Whaley option pricing model |
Topics
Equity derivative instruments supported by Financial Instruments Toolbox™.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list:
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
