Description Usage Arguments Value Author(s) References Examples

A binomial tree pricer of Gap options that takes the average results for given step sizes in NSteps. Large step sizes should be used for optimal accuracy but may take a minute or so.

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`o` |
An object of class |

`K2` |
A numeric strike price above used in calculating if option is in the money or not, known as trigger. |

`on` |
A vector of number of steps to be used in binomial tree averaging, vector of positive intergers. |

An onject of class `OptPx`

including price

Max Lee, Department of Statistics, Rice University, Spring 2015

Hull, John C., *Options, Futures and Other Derivatives*, 9ed, 2014. Prentice Hall.
ISBN 978-0-13-345631-8. http://www-2.rotman.utoronto.ca/~hull/ofod/index.html.

Humphreys, Natalia. University of Dallas.

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QFRM documentation built on May 29, 2017, 10:12 p.m.

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