Bjerksund-Stensland Model
Calculate implied volatility, price, and sensitivity using option pricing model
Functions
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™.