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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | pcalls_1.0.tar.gz |
23.7 KiB |
1.0 |
rolling linux/noble R-4.5 | pcalls_1.0.tar.gz |
23.6 KiB |
1.0 |
rolling source/ R- | pcalls_1.0.tar.gz |
6.7 KiB |
1.0 |
latest linux/jammy R-4.5 | pcalls_1.0.tar.gz |
23.7 KiB |
1.0 |
latest linux/noble R-4.5 | pcalls_1.0.tar.gz |
23.6 KiB |
1.0 |
latest source/ R- | pcalls_1.0.tar.gz |
6.7 KiB |
1.0 |
2026-04-26 source/ R- | pcalls_1.0.tar.gz |
6.7 KiB |
1.0 |
2026-04-23 source/ R- | pcalls_1.0.tar.gz |
6.7 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | pcalls_1.0.zip |
26.4 KiB |
1.0 |
2025-04-20 source/ R- | pcalls_1.0.tar.gz |
6.7 KiB |