fAsianOptions: Rmetrics - EBM and Asian Option Valuation

Provides functions for pricing and valuating Asian Options together with tools for analyzing and modeling Exponential Brownian Motion (EBM).

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [aut,cre], Yohan Chalabi [aut]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
Version4021.83
URL https://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fAsianOptions", repos="http://R-Forge.R-project.org")

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fAsianOptions documentation built on Sept. 9, 2022, 3:08 p.m.