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

argumentrequired
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

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