American Approximation Bjerksund & Stensland 2002 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel.
The Bjerksund & Stensland (2002) Approximation
The Bjerksund and Stensland (2002) approximation...
American Approximation Bjerksund & Stensland 1993 is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel.
The Bjerksund and Stensland (1993) approximation can be used to price American options on stocks,...
American Approximation: Barone-Adesi and Whaley is an American Options pricing model. This indicator also includes numerical greeks. You can compare the output of the American Approximation to the Black-Scholes-Merton value on the output of the options panel.
An American option can be exercised at any time up to its expiration date. This added freedom...
![WMT: American Approximation Bjerksund & Stensland 2002 [Loxx]](https://s3.tradingview.com/r/rpVhNN5g_mid.png "American Approximation Bjerksund & Stensland 2002 [Loxx]")
![WMT: American Approximation Bjerksund & Stensland 1993 [Loxx]](https://s3.tradingview.com/e/EGAr7TMG_mid.png "American Approximation Bjerksund & Stensland 1993 [Loxx]")
![WMT: American Approximation: Barone-Adesi and Whaley [Loxx]](https://s3.tradingview.com/2/2NDydZJQ_mid.png "American Approximation: Barone-Adesi and Whaley [Loxx]")