Other packages > Find by keyword >

AmericanCallOpt  

This package includes pricing function for selected Americancall options with underlying assets that generate payouts.
View on CRAN: Click here


Download and install AmericanCallOpt package within the R console
Install from CRAN:
install.packages("AmericanCallOpt")

Install from Github:
library("remotes")
install_github("cran/AmericanCallOpt")

Install by package version:
library("remotes")
install_version("AmericanCallOpt", "0.95")



Attach the package and use:
library("AmericanCallOpt")
Maintained by
Paolo Zagaglia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-03-04
Latest Update: 2012-03-04
Description:
This package includes a set of pricing functions forAmerican call options. The following cases are covered: Pricingof an American call using the standard binomial approximation;Hedge parameters for an American call with a standard binomialtree; Binomial pricing of an American call with continuouspayout from the underlying asset; Binomial pricing of anAmerican call with an underlying stock that pays proportionaldividends in discrete time; Pricing of an American call onfutures using a binomial approximation; Pricing of a currencyfutures American call using a binomial approximation; Pricingof a perpetual American call. The user should kindly noticethat this material is for educational purposes only. The codesare not optimized for computational efficiency as they aremeant to represent standard cases of analytical and numericalsolution.
How to cite:
Paolo Zagaglia (2012). AmericanCallOpt: This package includes pricing function for selected Americancall options with underlying assets that generate payouts.. R package version 0.95, https://cran.r-project.org/web/packages/AmericanCallOpt. Accessed 28 Mar. 2025.
Previous versions and publish date:
0.95 (2012-03-04 16:32)
Other packages that cited AmericanCallOpt R package
View AmericanCallOpt citation profile
Other R packages that AmericanCallOpt depends, imports, suggests or enhances
Functions, R codes and Examples using the AmericanCallOpt R package
Some associated functions: AmericanCallOpt-package . am_call_bin . am_call_bin_contpay . am_call_bin_currency . am_call_bin_futures . am_call_bin_propdiv . am_call_partials . am_call_perpetual . 
Some associated R codes: AmericanCallOpt.R .  Full AmericanCallOpt package functions and examples
Downloads during the last 30 days
02/2602/2703/0203/0303/0403/0503/0603/0903/1303/1403/1503/2003/2103/2303/24Downloads for AmericanCallOpt11.522.533.544.55TrendBars

Today's Hot Picks in Authors and Packages

hts  
Hierarchical and Grouped Time Series
Provides methods for analysing and forecasting hierarchical and grouped time series. The available ...
Download / Learn more Package Citations See dependency  
pleiotest  
Fast Sequential Pleiotropy Test
It performs a fast multi-trait genome-wide association analysis based on seemingly unrelated regress ...
Download / Learn more Package Citations See dependency  
spinifex  
Manual Tours, Manual Control of Dynamic Projections of Numeric Multivariate Data
Data visualization tours animates linear projection of multivariate data as its basis (ie. orientat ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
transfR  
Transfer of Hydrograph from Gauged to Ungauged Catchments
A geomorphology-based hydrological modelling for transferring streamflow measurements from gauged to ...
Download / Learn more Package Citations See dependency  
gripp  
General Inverse Problem Platform
Set of functions designed to solve inverse problems. The direct problem is used to calculate a cost ...
Download / Learn more Package Citations See dependency  

23,842

R Packages

207,311

Dependencies

64,420

Author Associations

23,781

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA