Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).
|Date of publication||2013-10-11 18:00:57|
|Maintainer||Bruno Remillard <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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