asian: asian Monte Carlo

Description Usage Examples

Description

Calculates asian option prices. Put and Call options can be calculated arithmetically or geometrically. Output is returned in a data.frame structure.

Usage

1
asian(numsim=10000,Spot =  100,Strike = 95,t = 365,r = 0.06,sigma = 0.2,silent = F)

Examples

1
asian(numsim=10000,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.