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Determine American call option prices or sensitivities using Roll-Geske-Whaley option pricing model

computes American call option prices or sensitivities using the Roll-Geske-Whaley option
pricing model.`PriceSens`

= optstocksensbyrgw(`RateSpec`

,`StockSpec`

,`Settle`

,`Maturity`

,`OptSpec`

,`Strike`

)

**Note**

`optstocksensbyrgw`

computes prices of American calls with a
single cash dividend using the Roll-Geske-Whaley option pricing model. All
sensitivities are evaluated by computing a discrete approximation of the partial
derivative. This means that the option is revalued with a fractional change for each
relevant parameter, and the change in the option value divided by the increment, is
the approximated sensitivity value.

adds an optional name-value pair argument for `PriceSens`

= optstocksensbyrgw(___,`Name,Value`

)`OutSpec`

.