The package provides several routines for option pricing with general Levy process. Specific methods are available when the underlying asset prices is an exponential MixedTS process.
|Author||Lorenzo Mercuri, Edit Rroji|
|Date of publication||2016-03-09 20:14:32|
|Maintainer||Lorenzo Mercuri <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.