pblackscholes: Cumulative distribution function for Black-Scholes dynamics
In shill1729/OptionPricer: An option pricer for European and American vanilla stock options
Description
Usage
Arguments
Value
View source: R/blackscholes_family.R
Description
The cumulative distribution function of the log-return of an asset following
a geometric Brownian motion.
Usage
1
pblackscholes(x, t, rate, volat)
Arguments
x
log-return
t
time in trading years
rate
rate of return
volat
volatility
Value
numeric
shill1729/OptionPricer documentation built on June 11, 2020, 12:18 a.m.
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Description Usage Arguments Value
View source: R/blackscholes_family.R
Description
The cumulative distribution function of the log-return of an asset following a geometric Brownian motion.
Usage
1 | pblackscholes(x, t, rate, volat)
|
Arguments
x |
log-return |
t |
time in trading years |
rate |
rate of return |
volat |
volatility |
Value
numeric
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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