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.

Version: 1.0
Depends: R (≥ 3.5.0)
Published: 2020-05-02
Author: Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva
Maintainer: Elia Degiorgi <degioe at usi.ch>
License: GPL-3
NeedsCompilation: no
CRAN checks: pcalls results

Documentation:

Reference manual: pcalls.pdf

Downloads:

Package source: pcalls_1.0.tar.gz
Windows binaries: r-devel: pcalls_1.0.zip, r-release: pcalls_1.0.zip, r-oldrel: pcalls_1.0.zip
macOS binaries: r-release (arm64): pcalls_1.0.tgz, r-oldrel (arm64): pcalls_1.0.tgz, r-release (x86_64): pcalls_1.0.tgz, r-oldrel (x86_64): pcalls_1.0.tgz

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