piotrek-orlowski/transformOptionPricer
Characteristic-function based option pricer.

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piotrek-orlowski/transformOptionPricer: Characteristic-function based option pricer.
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Man pages for piotrek-orlowski/transformOptionPricer
Characteristic-function based option pricer.

cosPricingCosine Transform pricing
gaussLaguerrePricerLaguerre quadrature pricing.
gaussLaguerre.stateDerivCalculate derivatives of option prices with respect to state...
makeFixedExpiryMktListUtilities for creating mkt lists for simulating option prices
option_price_with_greeksOption pricing and Greeks in affine models
rcpp_hello_worldSimple function using Rcpp
piotrek-orlowski/transformOptionPricer documentation built on July 21, 2020, 11:51 a.m.

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