Demonstrate Black-Scholes Option Pricing Function

BLSPRICE, MATLAB programs which demonstrate the use of the BLSPRICE function, for Black-Scholes option pricing, from the MATLAB Financial Mathematics toolbox.


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


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:

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

Last revised on 07 February 2015.