call.payoff: Arithmetic average Call payoff (mean(x)-K)_+
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
call.payoff R Documentation
Arithmetic average Call payoff (mean(x)-K)_+
Description
Basket Call option on average asset price
Usage
call.payoff(x, model)
Arguments
x
is a matrix of asset prices of dimension N * model$dim
model
list containing model params. Uses model$K as the Put strike.
Details
arithmetic basket for d-dim x)
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| call.payoff | R Documentation |
Arithmetic average Call payoff (mean(x)-K)_+
Description
Basket Call option on average asset price
Usage
call.payoff(x, model)
Arguments
x |
is a matrix of asset prices of dimension N * |
model |
list containing model params. Uses |
Details
arithmetic basket for d-dim x)
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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