Black Scholes Formula

Version 1.0.0.0 (11.9 KB) by Krishna Prasad
Black Scholes Fromula, call or put option price of Dividend and Non Dividend paying stock.
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Updated 14 Nov 2011

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The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.
Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate call or put option price for Dividend and non Dividend paying stocks.

Cite As

Krishna Prasad (2026). Black Scholes Formula (https://www.mathworks.com/matlabcentral/fileexchange/33770-black-scholes-formula), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
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Version Published Release Notes
1.0.0.0