Early Exercise Boundary Visualizer
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COMPUTING...
BLACK-SCHOLES
BS
C:
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P:
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BINOMIAL TREE
EUR
C:
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P:
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AMER
C:
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P:
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Model controls
Parameters
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Spot (S)
Strike (K)
Rate (r)
Vol (sigma)
Yield (a)
Time (T)
Steps (n)
Call Boundary
Put Boundary
Optimal Exercise
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CSV
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CALCULATE
Actual Spread
Equidistant
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Boundary
Project Advisor
Prof. Jason Wei
Rotman School of Management
University of Toronto Scarborough
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N = 5
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Nodes: 21
Developed By
Zhenghao (Kim) Jin
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Parameters