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-4.5-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'))

Peer review:

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 356 downloads 4 exports 0 dependencies

Last updated 1 years agofrom:e57f9d4b35. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 09 2024
R-4.5-linuxOKDec 09 2024

Exports:AsianCallAsianCall_AppLordBS_ECBS_EP

Dependencies: