January 2026: I am moving Macroption to new system. Account login and checkout are paused for a few days. See more details. To get a calculator, contact me directly.

Leisen-Reimer

A binomial option pricing model developed by Dietmar P. J. Leisen and Matthias Reimer in 1996.

See Leisen-Reimer Model Formulas, Binomial Option Pricing Excel Tutorial and Binomial Option Pricing Calculator.

More in Tutorials and Reference