Hi, I am currently doing a project in which I wish to calculate the calculate the theoretical price of options using the following models:
1. Constant Elasticity of Variance (CEV) model 2. Merton's jump diffusion model 3. Variance Gamma model I am not sure as to how to implement this in R. I request you to help me in this regard. Thanks, ~Suman ______________________________________________ R-help@r-project.org mailing list 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.
