Hi there,
~ sry for the late answer.. and thanks for the advice.
i'm using a different approach than the CRR model because
i'm implementing a pricing algorithm for american options
with transaction costs.
i'm not sure if i should close this thread for now, because
right now i'm trying to do a different approach facing other
difficulties and any other question that may come up would not fit to
the topic anymore. i might start a new thread regarding a current
problem though.
so thanks for all the help ^^
--
View this message in context: http://r.789695.n4.nabble.com/as-function-parameters-tp4620390p4631759.html
Sent from the R help mailing list archive at Nabble.com.