/sqrt(T)*(sqrt(gamma + y) + ifelse(callM <= call0, -1, 1) *
> sqrt(gamma - y))
>
> incidentally, I would write
> sig <- (sqrt(gamma + y) - sqrt(gamma - y))/sqrt(T)
> instead of
> sig <- 1/sqrt(T)*(sqrt(gamma + y) - sqrt(gamma - y))
>
> --
> Don MacQ
Hello everyone,
I’ve a function with five input argument and one output number.
impVolC <- function(callM, K, T, F, r)
I hope this function can take five vectors as input, then return one
vector as output. My vectorization ran into problems with the nested if-else
operation
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