Package: pcalls
Type: Package
Title: Pricing of Different Types of Call
Version: 1.0
Date: 2020-04-22
Author: Elia Degiorgi, Federico Milan, Davide Zaramella, Valerija Stoeva
Maintainer: Elia Degiorgi <degioe@usi.ch>
Description: 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.  
Depends: R (>= 3.5.0)
License: GPL-3
LazyData: true
NeedsCompilation: no
Packaged: 2020-04-28 09:51:31 UTC; Elia
Repository: CRAN
Date/Publication: 2020-05-02 13:00:02 UTC
Built: R 4.6.0; ; 2026-04-26 23:49:10 UTC; unix
