Library: | finance |
See also: | bs1 mcmillan |
Quantlet: | bitree | |
Description: | calculates option prices using the Binomial tree |
Usage: | bitree(vers,task) | |
Input: | ||
vers | scalar: (=0) - european option, (=1) - american option | |
task | scalar: (=1) - without dividend, (=2) - with continuously paid dividend, (=3) - in % of the stock value", (=4) - with a fixed dividend at the end of T, (=5) - if for exchange rate |
library("finance") bitree(1, 1)
option price
Library: | finance |
See also: | bs1 mcmillan |