American Call option Pricing Approximation Matlab script

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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: · MATLAB Release: R14SP1
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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