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Paolo Zagaglia
https://www.github.com/null
Author or maintainer of the following packages:
AmericanCallOpt
This package includes a set of pricing functions for
American call options. The following cas...
FinAsym
This package accomplishes two tasks: a) it classifies
implicit trading activity from quotes i...
VarSwapPrice
Computes a portfolio of European options that replicates the cost of capturing the realised variance...
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3
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