On Aug 26, 2011, at 4:52 PM, Newbie wrote:
Thank you for the quick response! I think you are on the right track
- but is
there any way of "calling" (is that the word for it) the function
price_call
in the mapply, so that this price_call function is changed to handle
vectors. I believe that this should, in theory if it is correct,
make the
result be values.
I have part of a code that works for only one vector. So maybe some
where in
the line of:
callOptionkVec <- function(phi, kVec, t)
{
sapply(kVec,function(k) {callOption(phi,k,t)})
}
is what I need to do. Do you have any ideas on how to do this?
What about this:
> mapply(Price_call, kV, tV, MoreArgs=list(phi=phiHeston(subHeston)))
[1] 0.000000001877372 -0.000000632320728 0.000000626031829
[4] 0.000000058381615
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