Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: european mcmillan

Quantlet: american
Description: starting program to calculate option prices for american options

Usage: american()

Example:

library("finance")

american()

Result:

option price of an american option 

using the formula of MC Millan


Library: finance
See also: european mcmillan

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: S.Sperlich, R.Mohrmann 970301
(C) MD*TECH Method and Data Technologies, 21.9.2000