Computes a portfolio of European options that replicates the cost of capturing the realised variance of an equity index.
|Date of publication||2012-03-15 18:43:58|
|Maintainer||Paolo Zagaglia <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.