Pricing of Different Types of Call
Function that returns the price of an American Digital Call
Function that prices a Call via Binary Tree
Function that prices a Call via Black-Scholes formula
Function that prices a Call via Montecarlo simulation using antithetic...
Function that prices a Call via Montecarlo simulation
tools:::Rd_package_title("pcalls")
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.