EuroCallOption

With global variable K, the strike price, calculate the value of European call option.

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Wei Ling

RMOPI

Risk Management and Optimization for Portfolio Investment

Yang Liu

EuroCallOption function

<dl><dt>x</dt>
<dd>the stock price</dd>
<dt>K</dt>
<dd>the strike price</dd></dl>

Arguments

The Value Function of European Call Option — EuroCallOption

<dl>

<dt>x</dt>
<dd>the stock price</dd>


<dt>K</dt>
<dd>the strike price</dd>

</dl>

EuroCallOption: The Value Function of European Call Option

Description

Usage

Value

Arguments

Examples