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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.