control_variate_pairs: Form instrument objects for vanilla options
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
View source: R/american_options.R
control_variate_pairs R Documentation
Form instrument objects for vanilla options
Description
Form a list twice as long as the longest of the arguments
callput, K, time whose
first half consists of AmericanOption objects and
second half consists of EuropeanOption objects
having the same exercise specification
Usage
control_variate_pairs(callput, K, time)
Arguments
callput
1 for calls, -1 for puts
K
strike
time
Time from 0 until expiration
See Also
Other American Exercise Equity Options:
american(),
american_implied_volatility()
ragtop documentation built on June 20, 2026, 5:06 p.m.
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View source: R/american_options.R
| control_variate_pairs | R Documentation |
Form instrument objects for vanilla options
Description
Form a list twice as long as the longest of the arguments
callput, K, time whose
first half consists of AmericanOption objects and
second half consists of EuropeanOption objects
having the same exercise specification
Usage
control_variate_pairs(callput, K, time)
Arguments
callput |
|
K |
strike |
time |
Time from |
See Also
Other American Exercise Equity Options:
american(),
american_implied_volatility()
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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