fAsianOptions (version 3042.82)

Rmetrics - EBM and Asian Option Valuation

Description

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

Copy Link

Version

Down Chevron

Install

install.packages('fAsianOptions')

Monthly Downloads

3

Version

3042.82

License

GPL (>= 2)

Maintainer

Last Published

November 17th, 2017

Functions in fAsianOptions (3042.82)