Publisher review:American Call option Pricing Approximation - Roll, geske , whaley approximation of american calls and puts with one dividend. Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon. Requirements: ยท MATLAB Release: R14SP1
American Call option Pricing Approximation is a Matlab script for Financial Modeling and Analysis scripts design by Sivakumar Batthala.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
American Call option Pricing Approximation - Roll, geske , whaley approximation of american calls and puts with one dividend.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
American Call option Pricing Approximation script details 
