Package: BCC1997 0.1.1
Haoran Zhang
BCC1997: Calculation of Option Prices Based on a Universal Solution
Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) <doi:10.1111/j.1540-6261.1997.tb02749.x>. This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used.
Authors:
BCC1997_0.1.1.tar.gz
BCC1997_0.1.1.tar.gz(r-4.5-noble)BCC1997_0.1.1.tar.gz(r-4.4-noble)
BCC1997_0.1.1.tgz(r-4.4-emscripten)BCC1997_0.1.1.tgz(r-4.3-emscripten)
BCC1997.pdf |BCC1997.html✨
BCC1997/json (API)
| # Install 'BCC1997' in R: |
| install.packages('BCC1997', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:20f7f43e5e. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 19 2024 |
| R-4.5-linux | OK | Nov 19 2024 |
Exports:BCC
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Calculation of Option Prices Based on a Universal Solution | BCC |