API for OptionPricing
Option Pricing with Efficient Simulation Algorithms
| Global functions | |
|---|---|
| AsianCall | Man page Source code |
| AsianCall_AppLord | Man page Source code |
| AsianCall_CMC_CV | Source code |
| AsianCall_NCV_CMC_QCV_greeks | Source code |
| AsianCall_NCV_CMC_QCV_greeks_Z | Source code |
| AsianCall_NCV_CMC_QCV_greeks_qmc | Source code |
| AsianCall_NCV_CMC_greeks_Z | Source code |
| AsianCall_NCV_CMC_greeks_qmc | Source code |
| AsianCall_NCV_LR_greeks | Source code |
| AsianCall_naive_greeks | Source code |
| AsianCall_naive_greeks_Z | Source code |
| AsianCall_naive_greeks_qmc | Source code |
| BS_A | Source code |
| BS_EC | Man page Source code |
| BS_EP | Man page Source code |
| Covmat_A | Source code |
| OptionPricing | Man page |
| OptionPricing-package | Man page |
| cond2M_A | Source code |
| evalECV | Source code |
| evalECV_A | Source code |
| evalEQCV | Source code |
| evalLB | Source code |
| eval_equad | Source code |
| findQmat | Source code |
| findbcv | Source code |
| findrootapp | Source code |
| newtons_root | Source code |
| ortmat | Source code |
| returnPn_Korobov | Source code |
| simulateAsianCall_Z | Source code |
