An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, Butterfly-This GUI accepts the various constants needed to run a Black-Scho

Matlab code for the black scholes formula for pricing Call option and Put option