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 GNU LGPL license.
blsprice_test is available in a MATLAB version.
black_scholes, a MATLAB code which implements some simple approaches to the Black-Scholes option valuation theory, by Desmond Higham.