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 21 Nov. 2024.
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
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  
deductive  
Data Correction and Imputation Using Deductive Methods
Attempt to repair inconsistencies and missing values in data records by using information from vali ...
Download / Learn more Package Citations See dependency  
SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
Download / Learn more Package Citations See dependency  
crossrun  
Joint Distribution of Number of Crossings and Longest Run
Joint distribution of number of crossings and the longest run in a series of independent Bernoulli ...
Download / Learn more Package Citations See dependency  
RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
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  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

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