Main Content

Price options on stocks using Leisen-Reimer binomial tree model

`[`

adds an optional name-value pair argument for `Price`

,`PriceTree`

] = optstockbylr(___,`Name,Value`

)`AmericanOpt`

.

[1] Leisen D.P., M. Reimer. “Binomial Models for Option Valuation – Examining
and Improving Convergence.” *Applied Mathematical Finance.* Number
3, 1996, pp. 319–346.