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pcalls  

Pricing of Different Types of Call
View on CRAN: Click here


Download and install pcalls package within the R console
Install from CRAN:
install.packages("pcalls")

Install from Github:
library("remotes")
install_github("cran/pcalls")

Install by package version:
library("remotes")
install_version("pcalls", "1.0")



Attach the package and use:
library("pcalls")
Maintained by
Elia Degiorgi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-02
Latest Update: 2020-05-02
Description:
Compute the price of different types of call using different methods. The types available are Vanilla European Calls, Vanilla American Calls and American Digital Calls. Available methods are Montecarlo Simulation, Montecarlo Simulation with Antithetic Variates, Black-Scholes and the Binary Tree.
How to cite:
Elia Degiorgi (2020). pcalls: Pricing of Different Types of Call. R package version 1.0, https://cran.r-project.org/web/packages/pcalls. Accessed 22 Dec. 2024.
Previous versions and publish date:
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