fAsianOptions: Rmetrics - EBM and Asian Option Valuation

Provides functions for pricing and valuating Asian Options together with tools for analyzing and modeling Exponential Brownian Motion (EBM).

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on CRAN
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fAsianOptions documentation built on Nov. 18, 2017, 4:10 a.m.