| Library: | finance |
| See also: | american bs1 volatility |
| Quantlet: | european | |
| Description: | starting program to calculate option prices or implied volatilities for european options |
| Usage: | european() | |
library("finance")
european()
option price or implied volatility of european options using the Black and Scholes formula
| Library: | finance |
| See also: | american bs1 volatility |