Function to fit Corrado-Su modelo that minimizes the error in implied
volatility.
Usage
csm_fit_min_vol(
par,
type,
spot,
strike,
rate,
yield,
time,
vol,
weights = 1,
...
)
Arguments
- par
a numeric value
- type
option type: Call or Put
- spot
a numeric value
- strike
a numeric value
- rate
a numeric value
- yield
a numeric value
- time
a numeric value
- vol
a numeric value
- weights
a numeric value
- ...
additional arguments passed to optim
