The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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
DOI: 10.32614/CRAN.package.pcalls
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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=pcalls to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.