blsprice_test

blsprice_test, a MATLAB program which demonstrates the use of the blsprice() function, for Black-Scholes option pricing, from the MATLAB Financial Mathematics toolbox.

Licensing:

The computer code made available on this web page are distributed under the GNU LGPL license.

Languages:

BLSPRICE is available in a MATLAB version.

Related Data and Programs:

BLACK_SCHOLES, a MATLAB library which implements some simple approaches to the Black-Scholes option valuation theory, by Desmond Higham.

Examples and Tests:

• blsprice_test.m, a sample calling program.
• blsprice_test.txt, the output file.

You can go up one level to the MATLAB source codes.