payoff_call: Payoff of a call option
In belangerjulie15/Optimisation.Power.Utility: Functions: Optimizing with the Power Utility
Description
Usage
Arguments
Value
Examples
Description
This function return the result of a call option
Usage
1
payoff_call(X_T, b, a, K)
Arguments
X_T
The value of the underlying asset
b
The strike price
a
The multiplicator factor (1 most of the time)
K
The constant that is added to the payoff (equal to b most of the time)
Value
The result of a call option
Examples
1
payoff_call(10,1,1,1)
belangerjulie15/Optimisation.Power.Utility documentation built on May 13, 2020, 5:39 a.m.
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Description Usage Arguments Value Examples
Description
This function return the result of a call option
Usage
1 | payoff_call(X_T, b, a, K)
|
Arguments
X_T |
The value of the underlying asset |
b |
The strike price |
a |
The multiplicator factor (1 most of the time) |
K |
The constant that is added to the payoff (equal to b most of the time) |
Value
The result of a call option
Examples
1 | payoff_call(10,1,1,1)
|
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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