fAsianOptions: Rmetrics - EBM and Asian Option Valuation

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

Version: 3042.82
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fOptions
Imports: stats
Suggests: methods, RUnit
Published: 2017-11-17
Author: Diethelm Wuertz [aut], Tobias Setz [cre]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: fAsianOptions results

Downloads:

Reference manual: fAsianOptions.pdf
Package source: fAsianOptions_3042.82.tar.gz
Windows binaries: r-devel: fAsianOptions_3042.82.zip, r-release: fAsianOptions_3042.82.zip, r-oldrel: fAsianOptions_3042.82.zip
OS X binaries: r-release: fAsianOptions_3042.82.tgz, r-oldrel: fAsianOptions_3042.82.tgz
Old sources: fAsianOptions archive

Reverse dependencies:

Reverse depends: prob
Reverse imports: cpd

Linking:

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