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.

Version:	0.1.1
Published:	2022-04-15
Author:	Kemal Dingec, Wolfgang Hormann
Maintainer:	Wolfgang Hormann <hormannw at boun.edu.tr>
License:	GPL-2 | GPL-3
Copyright:	Wolfgang Hormann
NeedsCompilation:	no
In views:	Finance
CRAN checks:	OptionPricing results

Documentation:

Reference manual:

OptionPricing.pdf

Downloads:

Package source:	OptionPricing_0.1.1.tar.gz
Windows binaries:	r-devel: OptionPricing_0.1.1.zip, r-release: OptionPricing_0.1.1.zip, r-oldrel: OptionPricing_0.1.1.zip
macOS binaries:	r-release (arm64): OptionPricing_0.1.1.tgz, r-oldrel (arm64): OptionPricing_0.1.1.tgz, r-release (x86_64): OptionPricing_0.1.1.tgz, r-oldrel (x86_64): OptionPricing_0.1.1.tgz
Old sources:	OptionPricing archive

Linking:

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