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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).
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Version
Version
3042.82
3010.79
3000.78
2160.77
2100.76
290.75
270.74
270.73
260.72
260.71
Install
install.packages('fAsianOptions')
Monthly Downloads
2
Version
3042.82
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
November 17th, 2017
Functions in fAsianOptions (3042.82)
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HypergeometricFunctions
Confluent Hypergeometric Functions
GammaFunctions
Gamma and Related Functions
EBMAsianOptions
Exponential Brownian Motion Distributions
EBMDistribution
Exponential Brownian Motion Distributions
fAsianOptions-package
EBM and Asian Option Valuation
BesselFunctions
Modified Bessel Functions