Bjerksund-Stensland Model

Calculate implied volatility, price, and sensitivity using option pricing model

Functions

`impvbybjs`	Determine implied volatility using Bjerksund-Stensland 2002 option pricing model
`optstockbybjs`	Price American options using Bjerksund-Stensland 2002 option pricing model
`optstocksensbybjs`	Determine American option prices or sensitivities using Bjerksund-Stensland 2002 option pricing model

`spreadbybjs`	Price European spread options using Bjerksund-Stensland pricing model
`spreadsensbybjs`	Calculate European spread option prices or sensitivities using Bjerksund-Stensland pricing model

Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.

Equity derivative instrument functions supported by Financial Instruments Toolbox™.