blsprice_test, a MATLAB code which calls blsprice() for Black-Scholes option pricing.

blsprice_test() requires access to the MATLAB Financial Mathematics toolbox.


The computer code made available on this web page are distributed under the MIT license


blsprice_test is available in a MATLAB version.

Related Data and Programs:

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

Examples and Tests:

Last revised on 07 February 2015.