# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "pcalls" in publications use:' type: software license: GPL-3.0-only title: 'pcalls: Pricing of Different Types of Call' version: '1.0' doi: 10.32614/CRAN.package.pcalls abstract: 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. authors: - family-names: Degiorgi given-names: Elia email: degioe@usi.ch - family-names: Milan given-names: Federico - family-names: Zaramella given-names: Davide - family-names: Stoeva given-names: Valerija repository: https://cranhaven.r-universe.dev commit: ddb254e6b41c2bde3d783bca98f33b2d528f7ed0 date-released: '2020-04-22' contact: - family-names: Degiorgi given-names: Elia email: degioe@usi.ch