is.blank

Return TRUE if the argument is empty, NULL or NA

Algorithms to price American and European
equity options, convertible bonds and a
variety of other financial derivatives. It uses an
extension of the usual Black-Scholes model in which
jump to default may occur at a probability specified
by a power-law link between stock price and hazard
rate as found in the paper by Takahashi, Kobayashi,
and Nakagawa (2001) <doi:10.3905/jfi.2001.319302>. We
use ideas and techniques from Andersen and
Buffum (2002) <doi:10.2139/ssrn.355308> and
Linetsky (2006) <doi:10.1111/j.1467-9965.2006.00271.x>.

Brian Boonstra

ragtop

Pricing Equity Derivatives with Extensions of Black-Scholes

is.blank function

<dl><dt>x</dt>
<dd>Argument to test</dd>
<dt>false.triggers</dt>
<dd>Whether to allow nonempty vectors of all FALSE to trigger this condition</dd></dl>

Arguments

Return TRUE if the argument is empty, NULL or NA — is.blank

<dl>

<dt>x</dt>
<dd>Argument to test</dd>


<dt>false.triggers</dt>
<dd>Whether to allow nonempty vectors of all FALSE to trigger this condition</dd>

</dl>

is.blank: Return TRUE if the argument is empty, NULL or NA

Description

Usage

Arguments