<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Calculation of Option Prices Based on a Universal Solution</dc:title>
  <dc:title>R package BCC1997 version 0.1.1</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:description>Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) &lt;doi:10.1111/j.1540-6261.1997.tb02749.x&gt;. This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.1.0)</dc:relation>
  <dc:relation>Imports: stats</dc:relation>
  <dc:creator>Haoran Zhang &lt;hzz0017@auburn.edu&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Haoran Zhang </dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2017-02-22</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=BCC1997</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.BCC1997</dc:identifier>
</oai_dc:dc>