Package: OptionPricing 0.1.2

Wolfgang Hormann

OptionPricing: Option Pricing with Efficient Simulation Algorithms

Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Authors:Wolfgang Hormann [aut, cre], Kemal Dingec [aut]

OptionPricing_0.1.2.tar.gz
OptionPricing_0.1.2.tar.gz(r-4.7-any)OptionPricing_0.1.2.tar.gz(r-4.6-any)
OptionPricing_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
OptionPricing/json (API)

# Install 'OptionPricing' in R:
install.packages('OptionPricing', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.30 score 2 stars 5 scripts 254 downloads 4 exports 0 dependencies

Last updated from:e57f9d4b35. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK99
source / vignettesOK133
linux-release-x86_64OK109
wasm-releaseOK82

Exports:AsianCallAsianCall_AppLordBS_ECBS_EP

Dependencies: