CALL: Constant CALL for defining option contracts
In brianboonstra/ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
Description
Constant CALL for defining option contracts
Usage
1
Format
An object of class numeric of length 1.
brianboonstra/ragtop documentation built on March 7, 2020, 2:23 p.m.
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Description
Constant CALL for defining option contracts
Usage
1 |
Format
An object of class numeric of length 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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