Description Usage Arguments See Also
View source: R/american_options.R
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
1 | control_variate_pairs(callput, K, time)
|
callput |
1 for calls, -1 for puts |
K |
strike |
time |
Time from |
Other American Exercise Equity Options:
american_implied_volatility()
,
american()
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