BSM: This function compute the Black-Scholes-Merton call and put...
In AnthonyTedde/StockPriceSimulator: Stock Price Simulator
Description
Black-Scholes_Merton equation
Usage
1
2
Arguments
stock_path
data.frame containing the stock price evolution along with
the appropriate time serie
k
Strike price of the option. By default the option is in the money.
it means that the strike is equal to the initial price of stock (at time 1)
r
Riskless interest rate - 0.03 if no value provided.
sigma
AnthonyTedde/StockPriceSimulator documentation built on May 17, 2019, 5:39 p.m.
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Description
Black-Scholes_Merton equation
Usage
1 2 |
Arguments
stock_path |
data.frame containing the stock price evolution along with the appropriate time serie |
k |
Strike price of the option. By default the option is in the money. it means that the strike is equal to the initial price of stock (at time 1) |
r |
Riskless interest rate - 0.03 if no value provided. |
sigma |
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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