validate_inputs: Validate Input Parameters for Asian Option Pricing
In AsianOption: Asian Option Pricing with Price Impact
validate_inputs R Documentation
Validate Input Parameters for Asian Option Pricing
Description
Validate Input Parameters for Asian Option Pricing
Usage
validate_inputs(S0, K, r, u, d, lambda, v_u, v_d, n)
Arguments
S0
Initial stock price
K
Strike price
r
Gross risk-free rate
u
Up factor
d
Down factor
lambda
Price impact coefficient
v_u
Hedging volume (up)
v_d
Hedging volume (down)
n
Number of time steps
Value
NULL (throws error if validation fails)
AsianOption documentation built on Dec. 23, 2025, 1:08 a.m.
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| validate_inputs | R Documentation |
Validate Input Parameters for Asian Option Pricing
Description
Validate Input Parameters for Asian Option Pricing
Usage
validate_inputs(S0, K, r, u, d, lambda, v_u, v_d, n)
Arguments
S0 |
Initial stock price |
K |
Strike price |
r |
Gross risk-free rate |
u |
Up factor |
d |
Down factor |
lambda |
Price impact coefficient |
v_u |
Hedging volume (up) |
v_d |
Hedging volume (down) |
n |
Number of time steps |
Value
NULL (throws error if validation fails)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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