RND: Risk Neutral Density Extraction Package

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

Package details

AuthorKam Hamidieh <khamidieh@gmail.com>
MaintainerKam Hamidieh <khamidieh@gmail.com>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RND")

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RND documentation built on May 1, 2019, 10:52 p.m.