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BCC1997
View on CRAN: Click
here
Download and install BCC1997 package within the R console
Install from CRAN:
install.packages("BCC1997")
Install from Github:
library("remotes")
install_github("cran/BCC1997") Install by package version:
library("remotes")
install_version("BCC1997", "0.1.1") Attach the package and use:
library("BCC1997")
Maintained by
Haoran Zhang
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-02-22
Latest Update: 2017-02-22
Description:
Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) . This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used.
How to cite:
Haoran Zhang (2017). BCC1997: Calculation of Option Prices Based on a Universal Solution. R package version 0.1.1, https://cran.r-project.org/web/packages/BCC1997. Accessed 09 Oct. 2026.
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Functions, R codes and Examples using
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Some associated functions: BCC .
Some associated R codes: BCC1997.R . Full BCC1997 package functions and examples
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