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approxfun
2006 Dec 14
1
Welcome to the "R-help" mailing list
Dear Colleagues
I am a very new member here. If my question sounds silly to you, I apologize
in advance.
If I have a complicated function without an explicit expression. ( For
example, the price of American put option p is a function of the current
stock price S and expected future volatility sigma, but there is no clean
elementary function that would map (S, sigma) to p, in fact, p has to be