pgbm: Cumulative distribution function for Black-Scholes...
In shill1729/findistr: Common distributions used in finance
pgbm R Documentation
Cumulative distribution function for Black-Scholes distribution
Description
The cumulative distribution function for Black-Scholes distributed
variables.
Usage
pgbm(s, t, spot, rate, volat)
Arguments
s
real-numeric input to PDF representing price level
t
positive time value
spot
the initial spot price
rate
the risk-free rate of return
volat
the volatility level
Value
numeric
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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| pgbm | R Documentation |
Cumulative distribution function for Black-Scholes distribution
Description
The cumulative distribution function for Black-Scholes distributed variables.
Usage
pgbm(s, t, spot, rate, volat)
Arguments
s |
real-numeric input to PDF representing price level |
t |
positive time value |
spot |
the initial spot price |
rate |
the risk-free rate of return |
volat |
the volatility level |
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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