This package includes pricing function for selected American
call options with underlying assets that generate payouts.
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Documentation for package ‘AmericanCallOpt’ version 0.95
- DESCRIPTION file.
- Code demos. Use demo() to run them.
Help Pages
| AmericanCallOpt-package | Pricing of selected American call options with payoff from the underlying asset |
| AmericanCallOpt | Pricing of selected American call options with payoff from the underlying asset |
| am_call_bin | Binomial pricing of a standard American call |
| am_call_bin_contpay | Binomial option price with continuous payout from the underlying asset |
| am_call_bin_currency | Binomial pricing of an American call on currency futures |
| am_call_bin_futures | Binomial pricing of a futures American call |
| am_call_bin_propdiv | Binomial price of an American call with an underlying stock that pays proportional dividends |
| am_call_partials | Hedge parameters of a standard American call option using a binomial tree |
| am_call_perpetual | Analytical pricing of an American perpetual call |