int run ( OptionType optionType, double stockPrice, double strikePrice, double riskFreeRate, double dividendYield, double volatility, double timeToMaturity, double requiredTolerance, double* pOptionPrice )
Run a single asset until the REQUIRED TOLERANCE is met…
Parameters:
| optionType | either American/European Call or Put |
| stockPrice | the stock price |
| strikePrice | the strike price |
| riskFreeRate | the risk free interest rate |
| dividendYield | the dividend yield |
| volatility | the volatility |
| timeToMaturity | the time to maturity |
| requiredTolerance | the tolerance |
| pOptionPrice | the returned option price |