cf_elem_security: Elementary securities
In pedroguarderas/CFINI: Computational finance routines
View source: R/cf_elemen_security.R
cf_elem_security R Documentation
Elementary securities
Description
Computes the elementary securities for a multinomial model
Usage
cf_elem_security(n, q, u, r)
Arguments
n
number of periods for the multinomial model
q
neutral risk probabilities
u
vector of changes
r
interest rate
Value
A list with a tree structure of the asset evolution
Author(s)
Pedro Guarderas
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.
R Package Documentation
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View source: R/cf_elemen_security.R
| cf_elem_security | R Documentation |
Elementary securities
Description
Computes the elementary securities for a multinomial model
Usage
cf_elem_security(n, q, u, r)
Arguments
n |
number of periods for the multinomial model |
q |
neutral risk probabilities |
u |
vector of changes |
r |
interest rate |
Value
A list with a tree structure of the asset evolution
Author(s)
Pedro Guarderas
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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