API for AsianOption
Asian Option Pricing with Price Impact
| Global functions | |
|---|---|
| AsianOption | Man page |
| AsianOption-package | Man page |
| arithmetic_asian_bounds | Man page Source code |
| arithmetic_asian_bounds_cpp | Source code |
| arithmetic_asian_bounds_extended_cpp | Source code |
| check_no_arbitrage | Man page Source code |
| compute_adjusted_factors | Man page Source code |
| compute_p_adj | Man page Source code |
| generate_all_paths | Source code |
| price_black_scholes_call | Man page Source code |
| price_black_scholes_put | Man page Source code |
| price_european | Man page Source code |
| price_european_call_cpp | Source code |
| price_european_put_cpp | Source code |
| price_geometric_asian | Man page Source code |
| price_geometric_asian_cpp | Source code |
| price_kemna_vorst_arithmetic | Man page Source code |
| price_kemna_vorst_arithmetic_binomial | Source code |
| price_kemna_vorst_arithmetic_binomial_cpp | Source code |
| price_kemna_vorst_arithmetic_cpp | Source code |
| price_kemna_vorst_geometric | Man page Source code |
| price_kemna_vorst_geometric_binomial | Source code |
| print.arithmetic_bounds | Man page Source code |
| print.kemna_vorst_arithmetic | Man page Source code |
| summary.kemna_vorst_arithmetic | Man page Source code |
| validate_inputs | Man page Source code |
