Correcting blsprice(...) when I have negative foreign rate
1 view (last 30 days)
Show older comments
To whom it may concern,
I would know I should correct blsprice formula when I have blsprice(stock,strike,rate,time,volatility,negative foreign rate)
Best regars,
Marco.
0 Comments
Answers (1)
KALYAN ACHARJYA
on 7 Nov 2019
[call, put]=blsprice(stock,strike,rate,time,volatility)
See more details here
See Also
Categories
Find more on Price and Analyze Financial Instruments in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!