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 <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on R-Forge|
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