I have simple Matlab code for Black Scholes:
b=r; d1 = (log(S / X) + (b + v ^ 2 / 2) * T) / (v * T^0.5); d2 = d1 – v * T^0.5;
v * T^0.5)
Is this not supposed to be
Who can set me straight?NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!