European: european put Monte Carlo

Description Usage Examples

Description

Calculates european call and put option prices.

Usage

1
european(numsim=1000,Spot =  100,Strike = 95,t = 365,r = 0.06,sigma = 0.2,silent = F)

Examples

1
european(numsim=1000,Spot =  100,Strike = 95,t = 365,r = 0.06,sigma = 0.2,silent = F)

dorianquelle/AdFin documentation built on June 23, 2019, 3:32 a.m.