Option Pricing Methods

                                                                                                       Last update on December 26th, 2012
 

Option Pricing : Radial Basis Function method (experimental method in Finance)

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Enter your parameters
 
Stock price :
Strike price :
Free risk rate (0,05 for 5%) :
Volatility per year (0,1 for 10%) :
Maturity (year) :
Values of M (time step) and N (nodes) :
Theta :
Value of a (interval [a,b]) :
Value of b (interval [a,b]) :
Option :



                                                      Values
Price :
B&S price :