fAsianOptions: Rmetrics - EBM and Asian Option Valuation
Version 3042.82

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 [cre]
Date of publication2017-11-16 16:41:39
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL http://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 Nov. 17, 2017, 2:20 p.m.