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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 Dec. 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
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