Pricing of Different Types of Call


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Documentation for package ‘pcalls’ version 1.0

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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