| Library: | finance |
| See also: | american bs1 bitree callbull arbitrage european mcmillan optstart |
| Quantlet: | asset | |
| Description: | calculates option prices using binomial trees |
| Usage: | asset(vers) | |
| Input: | ||
| vers | scalar, either 0 (a European option is assumed) or 1 (an American option is considered) | |
library("finance")
asset(1)
Opens several interactive menus where you can specify features and characteristics of your option. Displays 1. a tree of possible stock prices, 2. a tree of option prices, 3. the option price