Soluciones Holísticas para InterNet
STANDARD OPTIONS
AMERICAN TIPO
CALL
PUT

Asset price ( S )

Barone-Adesi and Whaley

-1.0

-1.0

Strike price ( X )

Bjerksund and Stensland

-1.0

-1.0

Time to maturity ( T )

Risk-free rate ( r )

Cost of carry ( b )->( d)

Volatility ( s )->( v )