sv.put.payoff: Basket Put with stochastic volatility
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
sv.put.payoff R Documentation
Basket Put with stochastic volatility
Description
Put payoff for a stoch vol model
Usage
sv.put.payoff(x, model)
Arguments
x
First coordinate is the asset price, the rest are vol factors
model
list containing model params. Uses model$K as the Put strike.
Details
Uses K-x[,1], ignores other coordinates
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| sv.put.payoff | R Documentation |
Basket Put with stochastic volatility
Description
Put payoff for a stoch vol model
Usage
sv.put.payoff(x, model)
Arguments
x |
First coordinate is the asset price, the rest are vol factors |
model |
list containing model params. Uses |
Details
Uses K-x[,1], ignores other coordinates
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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