There's the cost to remove the old system. You could, I believe, cap off the old steam pipes and remove the radiators and furnace. One would think that is possible but now you have to install the new system and that can be very involved because you need to install a duct system that will work for both hot air heat and central air. That means you'll have to go through walls and there is no way to be able to estimate how much that will cost because you may have to do some repair work too.
Also, there's electrical to consider. Today's building codes demand more than what might be present in the home because codes may have been non-existent or quite different when the original system was installed.
Cost is also affected by the type of system you are removing - is it gas or oil? Are the radiators steam or hot water? If you change the fuel source, do you need a new chimney lining?
My advice is for you to discuss this with a contractor so you can get a better idea of what is truly involved in such an undertaking. I'm sure it can be done but only having the right professional contractor come to a house can you correctly assess the cost which would be, I would think, in excess of $10,000 for the average size home.