Analysis Techniques & Strategies
Name | Type | Default | Description |
CarryingCosts | Numeric | 4.5 | The interest expense for establishing a position. |
EuroAmer01 | Numeric | 1 | Calculate theoretical values for either American=1 or European=0 options |
Branches | Numeric | 10 | Number of calculation branches |
Binomial, also known as the Cox-Ross-Rubenstein model, may be used as an alternative to Black-Scholes to more accurately evaluate American style options.
The model is computationally intense and may cause your computer to slow down dramatically if you are running real-time.