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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:34173c6b35. Checks:2 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 07 2025 |
| R-4.5-linux | OK | Feb 07 2025 |
Exports:AmericanDigitalCallsBinaryTreeCallsBlackscholesCallsMontecarloAntitheticCallsMontecarloCalls
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Pricing of Different Types of Call | pcalls-package pcalls |
| Function that returns the price of an American Digital Call | AmericanDigitalCalls |
| Function that prices a Call via Binary Tree | BinaryTreeCalls |
| Function that prices a Call via Black-Scholes formula | BlackscholesCalls |
| Function that prices a Call via Montecarlo simulation using antithetic variates | MontecarloAntitheticCalls |
| Function that prices a Call via Montecarlo simulation | MontecarloCalls |