Other packages > Find by keyword >

BCC1997  

Calculation of Option Prices Based on a Universal Solution
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
[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 18 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited BCC1997 R package
View BCC1997 citation profile
Other R packages that BCC1997 depends, imports, suggests or enhances
Complete documentation for BCC1997
Functions, R codes and Examples using the BCC1997 R package
Some associated functions: BCC . 
Some associated R codes: BCC1997.R .  Full BCC1997 package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

downlit  
Syntax Highlighting and Automatic Linking
Syntax highlighting of R code, specifically designed for the needs of 'RMarkdown' packages like 'pk ...
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  
eyelinker  
Import ASC Files from EyeLink Eye Trackers
Imports plain-text ASC data files from EyeLink eye trackers into (relatively) tidy data frames for ...
Download / Learn more Package Citations See dependency  
hmeasure  
The H-Measure and Other Scalar Classification Performance Metrics
Classification performance metrics that are derived from the ROC curve of a classifier. The package ...
Download / Learn more Package Citations See dependency  
data360r  
Wrapper for 'TCdata360' and 'Govdata360' API
Makes it easy to engage with the Application Program Interface (API) of the 'TCdata360' and 'Govdat ...
Download / Learn more Package Citations See dependency  
injectoR  
R Dependency Injection
R dependency injection framework. Dependency injection allows a program design to follow the depend ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

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