getValue.EurOption: Get value of european option Black-Scholes

Description Usage Arguments Value

Description

Get value of european option Black-Scholes

Usage

1
getValue.EurOption(option, price)

Arguments

option

option object

price

price of underlying (can be a vector)

Value

value of option


solavrov/fval documentation built on May 30, 2019, 4:40 p.m.