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:
OptionPricing_0.1.2.tar.gz
OptionPricing_0.1.2.tar.gz(r-4.5-noble)OptionPricing_0.1.2.tar.gz(r-4.4-noble)
OptionPricing_0.1.2.tgz(r-4.4-emscripten)OptionPricing_0.1.2.tgz(r-4.3-emscripten)
OptionPricing.pdf |OptionPricing.html✨
OptionPricing/json (API)
| # Install 'OptionPricing' in R: |
| install.packages('OptionPricing', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:e57f9d4b35. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 10 2024 |
| R-4.5-linux | OK | Sep 10 2024 |
Exports:AsianCallAsianCall_AppLordBS_ECBS_EP
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Option Pricing and Greeks Estimation for Asian and European Options | OptionPricing-package OptionPricing |
| Calculates the Price, Delta and Gamma of an Asian Option | AsianCall |
| Asian Options - Approximation | AsianCall_AppLord |
| Black-Scholes Formula for European Call and Put | BS_EC BS_EP |