**black_scholes_test**
is a MATLAB program which
calls black_scholes to demonstrate several approaches to the valuation of a European call,
by Desmond Higham.

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

- black_scholes_test.m calls all the tests.
- black_scholes_test.sh runs all the tests.
- black_scholes_test.txt the output file.
- asset_path_test.m
- asset_path.png, a plot of the asset path test.
- asset_path.txt, the output data file from the asset path test.
- binomial_test.m
- bsf_test.m
- forward_test.m
- forward_test.png, a plot of the forward test results.
- mc_test.m