Nothing
pcalls: Pricing of Different Types of Call
Compute the price of different types of call using different methods. The types available are Vanilla European Calls, Vanilla American Calls and American Digital Calls. Available methods are Montecarlo Simulation, Montecarlo Simulation with Antithetic Variates, Black-Scholes and the Binary Tree.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva |
| Maintainer | Elia Degiorgi <degioe@usi.ch> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the pcalls package in your browser
Any scripts or data that you put into this service are public.
