This package provide the COS method to price many different types of financial derivative under Heston and double Heston model
|Maintainer||Jui Lu<[email protected]>|
|License||What license is it under?|
|Package repository||View on GitHub|
Install the latest version of this package by entering the following in R:
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.