pcalls-package | Pricing of Different Types of Call |
AmericanDigitalCalls | Function that returns the price of an American Digital Call |
BinaryTreeCalls | Function that prices a Call via Binary Tree |
BlackscholesCalls | Function that prices a Call via Black-Scholes formula |
MontecarloAntitheticCalls | Function that prices a Call via Montecarlo simulation using antithetic variates |
MontecarloCalls | Function that prices a Call via Montecarlo simulation |
pcalls | Pricing of Different Types of Call |