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 <tobias.setz@live.com>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on CRAN
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fAsianOptions documentation built on May 2, 2019, 8:19 a.m.