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Bjerksund-Stensland Model

Calculate implied volatility, price, and sensitivity using option pricing model

Functions

Options

`impvbybjs`	Determine implied volatility using Bjerksund-Stensland 2002 option pricing model
`optstockbybjs`	Price American options using Bjerksund-Stensland 2002 option pricing model
`optstocksensbybjs`	Determine American option prices or sensitivities using Bjerksund-Stensland 2002 option pricing model

Spread Options

`spreadbybjs`	Price European spread options using Bjerksund-Stensland pricing model
`spreadsensbybjs`	Calculate European spread option prices or sensitivities using Bjerksund-Stensland pricing model

Examples and How To

Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.

Concepts

Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.