Description Usage Arguments Value
Calculate minimal distance no-arbitrage prices
1 | noArbPrices(option.panel)
|
option.panel |
A data-frame with columns relMid = normalized mid-prices (current stock-price = 1), r = annualized interest, logF = log forward price, dT = option maturity |
A no-arbitrage enforced panel with the same structure as the original panel
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