Determine option prices or sensitivities using Leisen-Reimer binomial tree model
adds optional name-value pair arguments for PriceSens
= optstockbylr(___,Name,Value
)AmericanOpt
and
OutSpec
.
[1] Leisen D.P., M. Reimer. “Binomial Models for Option Valuation – Examining and Improving Convergence.” Applied Mathematical Finance. Number 3, 1996, pp. 319–346.