Objective function to Corrado-Su modelo that minimizes the error in price.
Usage
csm_obj_min_price(
par,
type,
spot,
strike,
rate,
yield,
time,
price,
weights = 1
)
csm_obj_grad_price(
par,
type,
spot,
strike,
rate,
yield,
time,
price,
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
- price
a numeric value
- weights
a numeric value
