Boris Chow <chow.bo...@gmail.com> [2015-05-09 20:04]:
I want to do a pricing of an American option as my first exercise. Can some experienced users give me some pointers to do so?
https://stat.ethz.ch/mailman/listinfo/r-sig-finance http://cran.r-project.org/web/packages/AmericanCallOpt/AmericanCallOpt.pdf http://cran.r-project.org/web/packages/fOptions/fOptions.pdf -rex -- "The market can remain irrational longer than you can remain solvent." -- John Maynard Keynes ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
