armaOptions: ARMA Models to Value Stock Options

Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is made to be easy to understand and for financial analysis capabilities.

Getting started

Package details

AuthorBrian MacCarvill [aut, cre]
MaintainerBrian MacCarvill <brianmaccarvills@gmail.com>
LicenseGPL-3
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("armaOptions")

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armaOptions documentation built on Aug. 31, 2025, 1:07 a.m.