American Option Pricing Solver
Free App
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About American Option Pricing Solver
The price of an American option is a function of the spot price of the underlying, strike price, volatility, time of maturity, risk free rate and the dividend rate of the underlying. If a field is left empty, the unknown value that matches the other parameters will be obtained. In this model underlying drift is eliminated. The probability measure is set to jump up is inverse to jump down.
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Free
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Android
2.3+
2.3+
Android app
App History & Updates
What's Changed
Release 1.2: We increase the maximun iterations number in Newton algorithm for getting a result more accurate, The tree for pricing the American options has more levels (We divide the time interval by more intervals). This version shows a progress dialog while performs the calculating task.
Release 1.2: We increase the maximun iterations number in Newton algorithm for getting a result more accurate, The tree for pricing the American options has more levels (We divide the time interval by more intervals). This version shows a progress dialog while performs the calculating task.
More downloads American Option Pricing Solver reached 50 - 100 downloads
Version update American Option Pricing Solver was updated to version 1.2
More downloads American Option Pricing Solver reached 10 - 50 downloads
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