pcalls (version 1.0)

pcalls-package: pcalls

Description

pcalls

References

"Option Pricing Using Different Techniques" by Degiorgi Elia, Milan Federico, Zaramella Davide, Stoeva Valerija (2019)

Examples

# NOT RUN {
MontecarloCalls(10,11,1,0.05,0.2,100)
MontecarloAntitheticCalls(10,11,1,0.05,0.2,100)
BlackscholesCalls(10,11,1,0.05,0.2)
AmericanDigitalCalls(10,11,1,0.05,0.2,"A")
AmericanDigitalCalls(10,11,1,0.05,0.2,"C")
# }