API for fAsianOptions
Rmetrics - EBM and Asian Option Valuation
| Global functions | |
|---|---|
| .Bessel.ENVJ | Source code |
| .Bessel.MSTA1 | Source code |
| .Bessel.MSTA2 | Source code |
| .Bessel01 | Source code |
| .BesselN | Source code |
| .DufresneAsianOptionMoments | Source code |
| .GramCharlierAsianDensity | Source code |
| .LevyTurnbullWakemanAsianDensity | Source code |
| .LevyTurnbullWakemanAsianOption | Source code |
| .MilevskyPosnerAsianDensity | Source code |
| .MilevskyPosnerAsianOption | Source code |
| .PosnerMilevskyAsianDensity | Source code |
| .PosnerMilevskyAsianOption | Source code |
| .gxtEBM | Source code |
| .gxtuEBM | Source code |
| .gxuEBM | Source code |
| .onAttach | Source code |
| .psiEBM | Source code |
| .thetaEBM | Source code |
| AbrahamsonAsianOptionMoments | Man page |
| AsianOptionMoments | Man page Source code |
| BesselDI | Man page Source code |
| BesselDK | Man page Source code |
| BesselFunctions | Man page |
| BesselI | Man page Source code |
| BesselK | Man page Source code |
| BoundsOnAsianOption | Man page Source code |
| CallPutParityAsianOption | Man page Source code |
| CurranThompsonAsianOption | Man page Source code |
| DufresneAsianOptionMoments | Man page |
| EBMAsianOptions | Man page |
| EBMDistribution | Man page |
| FuMadanWangTable | Man page Source code |
| FusaiTaglianiTable | Man page Source code |
| GammaFunctions | Man page |
| GemanTable | Man page Source code |
| GemanYorAsianOption | Man page Source code |
| GramCharlierAsianOption | Man page Source code |
| HypergeometricFunctions | Man page |
| LinetzkyAsianOption | Man page Source code |
| LinetzkyTable | Man page Source code |
| MomentMatchedAsianDensity | Man page Source code |
| MomentMatchedAsianOption | Man page Source code |
| Pochhammer | Man page Source code |
| Psi | Man page Source code |
| RogerShiThompsonAsianOption | Man page Source code |
| Schroeder1AsianDensity | Man page |
| Schroeder2AsianDensity | Man page |
| ThompsonAsianOption | Man page Source code |
| TolmatzAsianDensity | Man page |
| TolmatzAsianOption | Man page Source code |
| TolmatzAsianOptionMoments | Man page |
| TolmatzAsianProbability | Man page |
| TurnbullWakemanAsianOptionMoments | Man page |
| VecerAsianOption | Man page Source code |
| WithDividendsAsianOption | Man page Source code |
| Yor1AsianDensity | Man page |
| Yor2AsianDensity | Man page |
| ZhangApproximateAsianOption | Man page Source code |
| ZhangAsianOption | Man page Source code |
| ZhangLongTable | Man page Source code |
| ZhangShortTable | Man page Source code |
| ZhangTable | Man page Source code |
| cgamma | Man page Source code |
| d2EBM | Man page Source code |
| dEBM | Man page Source code |
| dasymEBM | Man page Source code |
| derivative | Man page Source code |
| dgam | Man page Source code |
| djohnson | Man page Source code |
| dlognorm | Man page Source code |
| drgam | Man page Source code |
| erf | Man page Source code |
| fAsianOptions | Man page |
| fAsianOptions-package | Man page |
| gGemanYor | Man page Source code |
| gLinetzky | Man page Source code |
| hermiteH | Man page Source code |
| igamma | Man page Source code |
| kummerM | Man page Source code |
| kummerU | Man page Source code |
| masian | Man page Source code |
| mjohnson | Man page Source code |
| mlognorm | Man page Source code |
| mnorm | Man page Source code |
| mrgam | Man page Source code |
| pEBM | Man page Source code |
| pgam | Man page Source code |
| pjohnson | Man page Source code |
| plognorm | Man page Source code |
| prgam | Man page Source code |
| whittakerM | Man page Source code |
| whittakerW | Man page Source code |
