OptionPricing: Option Pricing with Efficient Simulation Algorithms
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
Version: |
0.1.2 |
Published: |
2023-09-16 |
Author: |
Wolfgang Hormann [aut, cre],
Kemal Dingec [aut] |
Maintainer: |
Wolfgang Hormann <hormanngw at yahoo.com> |
License: |
GPL-2 | GPL-3 |
Copyright: |
Wolfgang Hormann |
NeedsCompilation: |
no |
In views: |
Finance |
CRAN checks: |
OptionPricing results |
Documentation:
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