Description Usage Arguments Value Examples
Find the discounting value of an option under a parameterized utility model.
1 | discounted.value(x, t, model, parameters)
|
x |
The monetary value of the option. |
t |
The time of receipt of the option. |
model |
exponential |
parameters |
model parameters |
The scalar, strictly non-negative utility of the option.
1 | discounted.value(1, 0, 'exponential', list('delta' = 0.9))
|
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