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분야
docPart2. Black-Scholes Option Pricing
Part3. Binomial Option Pricing for European Options
Part4. Binomial Option Pricing for American Options
Part 5. Implied volatility
Part 6. Biases in the Black-Scholes Formula
For the American Call, use the 65th step value of the European BOPM model for the initial start, then to consider the possibility of exercising before maturity we arranged the ‘if’ formula.
=IF((EXP(-$D$5*옵션가격!$K$2)*(B13*$I$5+B15*$J$5))
