OPT_BJER_STENS(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
OPT_BJER_STENS models the theoretical price of American options according to the Bjerksund & Stensland approximation technique.
call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
spot is the spot price of the underlying asset.
strike is the strike price at which the option is struck.
time is the number of days to maturity of the option.
rate is the annualized risk-free rate of interest.
volatility is the annualized volatility in price of the underlying asset.
cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA.