Description Usage Arguments Value See Also Examples
The function is nothing else, but the object$price
action, with the object
returned by the pricing functions in the package.
1 | price(x)
|
x |
Object returned by the pricing functions in the package |
The function returns the price as a single number (class "numeric").
Functions: AmerPutLSM
,
AmerPutLSM_AV
,
AmerPutLSM_CV
,
AsianAmerPutLSM
,
QuantoAmerPutLSM
, and
QuantoAmerPutLSM_AV
.
1 2 3 | put<-AmerPutLSM()
price(put)
put$price
|
Loading required package: mvtnorm
Loading required package: fBasics
Loading required package: timeDate
Loading required package: timeSeries
[1] 0.1148663
[1] 0.1148663
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