RND: Risk Neutral Density Extraction Package

Extract the implied risk neutral density from options using various methods.

Package details

AuthorKam Hamidieh <[email protected]>
MaintainerKam Hamidieh <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RND documentation built on May 29, 2017, 2:19 p.m.