A helper function to price European options via a vectorized (fast, memory efficient) approach.
A list of class
OptPx with an element
PxBT, which is an option price value (type
Oleg Melnikov, Department of Statistics, Rice University, Spring 2015
Code adopted Gilli & Schumann's R implementation to
Gili, M. and Schumann, E. (2009) Implementing Binomial Trees, COMISEF Working Papers Series
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1341181 for original paper,
BOPM for American option pricing.
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