am I correctly perceiving a weakness in FinancialDerivative[] ? <answering
- To: mathgroup at smc.vnet.net
- Subject: [mg120713] am I correctly perceiving a weakness in FinancialDerivative[] ? <answering
- From: Michael Stern <nycstern at gmail.com>
- Date: Sat, 6 Aug 2011 02:13:18 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
I've got it,
One does
FinancialDerivative[{"American", "Put"}, {"StrikePrice" -> 1,
"Expiration" -> .1}, {"InterestRate" -> 0, "Volatility" -> 0.1,
"CurrentPrice" -> 1, "Dividend" -> 0, "Value" -> .1},
{"ImpliedVolatility"}]
though I think I am finding some problems with the way this function
works, especially for American option.
MS