Option Pricing Methods
Last update on December 26th, 2012
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Option Pricing : Radial Basis Function method (experimental method in Finance)
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in order to get more information about this method.
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 :
American Call
American Put
European Call
European Put
Values
Price :
B&S price :