function black_scholes_test ( ) %*****************************************************************************80 % %% BLACK_SCHOLES_TEST tests BLACK_SCHOLES. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 27 September 2008 % % Author: % % John Burkardt % timestamp ( ); fprintf ( 1, '\n' ); fprintf ( 1, 'BLACK_SCHOLES_TEST\n' ); fprintf ( 1, ' MATLAB version\n' ); fprintf ( 1, ' Test the BLACK_SCHOLES library.\n' ); asset_path_test ( ); binomial_test ( ); bsf_test ( ); forward_test ( ); mc_test ( ); % % Terminate. % fprintf ( 1, '\n' ); fprintf ( 1, 'BLACK_SCHOLES_TEST\n' ); fprintf ( 1, ' Normal end of execution.\n' ); fprintf ( 1, '\n' ); timestamp ( ); return end