treeBasic: European Option Price (Basic Binomial Tree Formula)
In m4fe: Models for Financial Economics
Description
Usage
Arguments
Details
Examples
Description
Uses Cox's Formula for finding the price of a European call option.
Usage
1
Arguments
n
the number of periods
call
TRUE if call option, FALSE if put option
Details
This formula assumes that nodes do overlap and path dependency is not needed as in an Asian option.
Examples
1
m4fe documentation built on May 29, 2017, 9:40 p.m.
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Description Usage Arguments Details Examples
Description
Uses Cox's Formula for finding the price of a European call option.
Usage
1 |
Arguments
n |
the number of periods |
call |
TRUE if call option, FALSE if put option |
Details
This formula assumes that nodes do overlap and path dependency is not needed as in an Asian option.
Examples
1 |
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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