maxi.call.payoff: Max Call payoff
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
maxi.call.payoff R Documentation
Max Call payoff
Description
Multivariate max call
Usage
maxi.call.payoff(x, model)
Arguments
x
Matrix of asset prices with model$dim columns and N rows
model
list containing model params. Uses model$K as the Put strike.
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| maxi.call.payoff | R Documentation |
Max Call payoff
Description
Multivariate max call
Usage
maxi.call.payoff(x, model)
Arguments
x |
Matrix of asset prices with |
model |
list containing model params. Uses |
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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