Package: pcalls 1.0

Elia Degiorgi

pcalls: Pricing of Different Types of Call

Compute the price of different types of call using different methods. The types available are Vanilla European Calls, Vanilla American Calls and American Digital Calls. Available methods are Montecarlo Simulation, Montecarlo Simulation with Antithetic Variates, Black-Scholes and the Binary Tree.

Authors:Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva

pcalls_1.0.tar.gz
pcalls_1.0.tar.gz(r-4.5-noble)pcalls_1.0.tar.gz(r-4.4-noble)
pcalls_1.0.tgz(r-4.4-emscripten)pcalls_1.0.tgz(r-4.3-emscripten)
pcalls.pdf |pcalls.html
pcalls/json (API)

# Install 'pcalls' in R:
install.packages('pcalls', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 102 downloads 5 exports 0 dependencies

Last updated 5 years agofrom:34173c6b35. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 09 2024
R-4.5-linuxOKDec 09 2024

Exports:AmericanDigitalCallsBinaryTreeCallsBlackscholesCallsMontecarloAntitheticCallsMontecarloCalls

Dependencies: