Hi

 

I am trying to solve for the "Critical Price" in a compound option.
This involves solving a very non linear equation that I think can only
be solved iteratively.  My question is, is there an iterative solve
function (similar to the solver in excel) written anywhere for R?  I've
seen a couple of posts that seem similar to this one but so far I have
been unable to find an existing function.  Any feedback would be greatly
appreciated!

 

Thanks,

 

Ben


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