American Approximation Bjerksund & Stensland 2002 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. The Bjerksund & Stensland (2002) Approximation The Bjerksund and Stensland (2002) approximation...
American Approximation Bjerksund & Stensland 1993 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. The Bjerksund and Stensland (1993) approximation can be used to price American options on stocks,...
American Approximation: Barone-Adesi and Whaley is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel. An American option can be exercised at any time up to its expiration date. This added freedom...