control_variate_pairs {ragtop} | R Documentation |
Form instrument objects for vanilla options
Description
Form a list twice as long as the longest of the arguments
callput
, K
, time
whose
first half consists of AmericanOption objects and
second half consists of EuropeanOption objects
having the same exercise specification
Usage
control_variate_pairs(callput, K, time)
Arguments
callput |
1 for calls, -1 for puts |
K |
strike |
time |
Time from |
See Also
Other American Exercise Equity Options:
american_implied_volatility()
,
american()
[Package ragtop version 1.1.1 Index]