American Call option Pricing Approximation (Scripts) Publisher's description
from S B
Here is the code for the pricing of an american call option 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.
Program Release Status: New Release
Program Install Support: Install and Uninstall