hedger: hedger

Description Usage Arguments Value

View source: R/pricer.R

Description

Computes deltas for a price hedger based on standard normal distribution

Usage

1
hedger(price = price, sigma = 0.16, mu = price)

Arguments

price

Is the current price of the option

sigma

Is the variance of the mean price, mu, in terms of a probability

mu

Mean price of the stock over time

Value

integer


Amuraivel/option_pricer documentation built on Oct. 30, 2019, 4:49 a.m.