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
DOI: 10.32614/CRAN.package.OptionPricing
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


Reference manual: OptionPricing.pdf


Package source: OptionPricing_0.1.2.tar.gz
Windows binaries: r-devel: OptionPricing_0.1.2.zip, r-release: OptionPricing_0.1.2.zip, r-oldrel: OptionPricing_0.1.2.zip
macOS binaries: r-release (arm64): OptionPricing_0.1.2.tgz, r-oldrel (arm64): OptionPricing_0.1.2.tgz, r-release (x86_64): OptionPricing_0.1.2.tgz, r-oldrel (x86_64): OptionPricing_0.1.2.tgz
Old sources: OptionPricing archive


Please use the canonical form https://CRAN.R-project.org/package=OptionPricing to link to this page.