BINOMIAL.AMERICAN.PUT
binomial tree American put option price · a deepcalc original · no excel equivalent · no sheets equivalent
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BINOMIAL.AMERICAN.PUT(S, K, T, r, sigma, steps)
returns: number
| argument | required |
|---|---|
| S | required |
| K | required |
| T | required |
| r | required |
| sigma | required |
| steps | required |
examples
formula and result, taken from the engine's own test suite — every result below is asserted in CI, not written by hand.
fx
=BINOMIAL.AMERICAN.PUT(100, 105, 1, 0.05, 0.2, 50) 8.73566606026396 related
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