Files in AsianOption
Asian Option Pricing with Price Impact
MD5
README.md
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/arithmetic_asian.R
R/black_scholes.R
R/price_impact_utils.R
R/kemna_vorst_geometric.R
R/european_option.R
R/kemna_vorst_arithmetic.R
R/AsianOption-package.R
R/geometric_asian.R
R/validation.R
src/Makevars.win
src/Makevars
src/european_option.cpp
src/RcppExports.cpp
src/arithmetic_bounds.cpp
src/utils.cpp
src/utils.h
src/kemna_vorst_mc.cpp
src/geometric_asian.cpp
inst/WORDLIST
build/partial.rdb
tests/testthat.R
tests/testthat/test-arithmetic.R
tests/testthat/test-utils.R
tests/testthat/test-validation.R
tests/testthat/test-kemna-vorst.R
tests/testthat/test-black-scholes.R
tests/testthat/test-european.R
tests/testthat/test-geometric.R
man/print.arithmetic_bounds.Rd
man/arithmetic_asian_bounds.Rd
man/AsianOption-package.Rd
man/price_european.Rd
man/price_kemna_vorst_arithmetic.Rd
man/compute_adjusted_factors.Rd
man/compute_p_adj.Rd
man/validate_inputs.Rd
man/price_black_scholes_call.Rd
man/price_geometric_asian.Rd
man/summary.kemna_vorst_arithmetic.Rd
man/price_black_scholes_put.Rd
man/check_no_arbitrage.Rd
man/print.kemna_vorst_arithmetic.Rd
man/price_kemna_vorst_geometric.Rd
