Package: BCC1997
Type: Package
Title: Calculation of Option Prices Based on a Universal Solution
Version: 0.1.1
Author: Haoran Zhang 
Maintainer: Haoran Zhang <hzz0017@auburn.edu>
Description: Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) <doi:10.1111/j.1540-6261.1997.tb02749.x>. This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used. 
Depends: R (>= 3.1.0)
Imports: stats
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.0.1
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2017-02-21 22:38:36 UTC; hzz0017
Repository: CRAN
Date/Publication: 2017-02-22 08:42:11
Built: R 4.6.0; ; 2026-04-25 16:56:00 UTC; unix
