control_variate_pairs: Form instrument objects for vanilla options
In brianboonstra/ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
Description
Usage
Arguments
See Also
View source: R/american_options.R
Description
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
Usage
1
control_variate_pairs(callput, K, time)
Arguments
callput
1 for calls, -1 for puts
K
strike
time
Time from 0 until expiration
See Also
Other American Exercise Equity Options:
american_implied_volatility(),
american()
brianboonstra/ragtop documentation built on March 7, 2020, 2:23 p.m.
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Description Usage Arguments See Also
View source: R/american_options.R
Description
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
Usage
1 | control_variate_pairs(callput, K, time)
|
Arguments
callput |
1 for calls, -1 for puts |
K |
strike |
time |
Time from |
See Also
Other American Exercise Equity Options:
american_implied_volatility(),
american()
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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