R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
AmericanCallOpt
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]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-03-04
Latest Update:
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 05 Jun. 2026.
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
Today's Hot Picks in Authors and Packages
ibb
Call wrappers for Istanbul Metropolitan
Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Berk Orbay (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
envirem
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Pascal Title (view profile)
msm
Functions for fitting continuous-time Markov and hidden
Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Christopher Jackson (view profile)
crossurr
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Denis Agniel (view profile)
27,268
R Packages
233,548
Dependencies
72,590
Author Associations
27,205
Publication Badges
