[R] Touch options

Tolga Uzuner tolga at coubros.com
Thu Jun 15 23:11:53 CEST 2006


Hi,

Does anyone know a package which prices simple one-touch options, say  
using Rmetrics ? I want something which simply has a discontinuous  
payoff if an asset touches a single level. No knock-in or knock-out  
features.

Thanks,
Tolga



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