These are GreedyExperimentalDesign Java dependency libraries. Note: this package has no functionality of its own and should not be installed as a standalone package without GreedyExperimentalDesign.

An implementation of functions to display Greek letters on the 'RStudio' (include subscript and superscript indexes) and 'RGui' (without subscripts and only with superscript 1, 2 or 3; because 'RGui' doesn't support printing the corresponding Unicode characters as a string: all subscripts ranging from 0 to 9 and superscripts equal to 0, 4, 5, 6, 7, 8 or 9). The functions in this package do not work properly on the R console. Characters are used via Unicode and encoded as UTF-8 to ensure that they can be viewed on all operating systems. Other characters related to mathematics are included, such as the infinity symbol. All this accessible from very simple commands. This is a package that can be used for teaching purposes, the statistical notation for hypothesis testing can be written from this package and so it is possible to build a course from the 'swirlify' package. Another utility of this package is to create new summary functions that contain the functional form of the model adjusted with the Greek letters, thus making the transition from statistical theory to practice easier. In addition, it is a natural extension of the 'clisymbols' package.

Methods to calculate sensitivities of financial option prices for
 European, geometric and arithmetic Asian, and American options, with various
 payoff functions in the Black Scholes model, and in more general jump diffusion
 models. A shiny app to interactively plot the results is included. Furthermore,
 methods to compute implied volatilities are provided for a wide range of option
 types and  custom payoff functions. Classical formulas are implemented for
 European options in the Black Scholes Model, as is presented in Hull, J. C.
 (2017), Options, Futures, and Other Derivatives.
 In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see
 Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential
 Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American
 options, the Binomial Tree  Method is implemented, as is presented in Hull,
 J. C. (2017).