The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.