pcalls: Pricing of Different Types of Call
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.
| Version: |
1.0 |
| Depends: |
R (≥ 3.5.0) |
| Published: |
2020-05-02 |
| Author: |
Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva |
| Maintainer: |
Elia Degiorgi <degioe at usi.ch> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
pcalls results |
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