Package: BCC1997
Type: Package
Title: Calculation of Option Prices Based on a Universal Solution
Version: 0.1.1
Author: Haoran Zhang
Maintainer: Haoran Zhang <hzz0017@auburn.edu>
Description: 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.
Depends: R (>= 3.1.0)
Imports: stats
Encoding: UTF-8
RoxygenNote: 6.0.1
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-09-23 10:43:18 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2017-02-22 07:42:11 UTC
RemoteUrl: https://github.com/cran/BCC1997
RemoteRef: HEAD
RemoteSha: 20f7f43e5e9874b94c8be98e9a4d60f94c3fec1c