EuroCallOption {RMOPI}R Documentation

The Value Function of European Call Option

Description

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

Usage

EuroCallOption(x, K)

Arguments

x

the stock price

K

the strike price

Value

The value of European call option

Examples

EuroCallOption(x = 2,K = 1)

[Package RMOPI version 1.1 Index]