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citrin
2011 Apr 23
2
Loop and Solver with Black/Scholes-Formula
...the Black and Scholes
formulas. This solution should be computed for several dates, at which the
data input changes with the next date (it should be computed row by row of
the data input matrix).
What I did so far is to program a for-loop in which I wrote the solver:
># Dataset:
>
> head(citin)
Q vE sigE D R
1 1 39.81095 0.08957312 51.64004 0.00930000
2 2 39.76028 0.09127646 54.98504 0.01072000
3 3 37.00382 0.08177820 60.29025 0.01489545
4 4 35.17477 0.09221447 60.41061 0.02017879
5 5 36.54418 0.07852334 55.00648 0.0255343...