function retval = bseurput(S, K, r, T, t, sigma, D0) % usage: PutPrice = bseurput(S, K, r, T, t, sigma, D0) % description: Calculates the price of a European put given % initial stock value S, strike price K, risk-free rate r, % expiry time T, present time t, standard deviation sigma, and % optional continuous dividend yield D0 with default zero. % contact: tshores@math.unl.edu if (nargin < 6) error('bseurput: needs 6 arguments: S, K, r, T, t, sigma'); end if (nargin < 7) D0 = 0; end retval = bseurcall(S,K,r,T,t,sigma,D0) + K*exp(-r*(T-t)) - ... S*exp(-D0*(T-t));