r-OptHedging

Description

Estimation of value and hedging strategy of call and put options.

Description

Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).

Metadata

Version

1.0

License

Unknown

Platforms (75)

Darwin

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GHCJS

Linux

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NetBSD

none

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aarch64-darwin
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arm-none
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armv6l-linux
armv6l-netbsd
armv6l-none
armv7a-darwin
armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
i686-darwin
i686-freebsd
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i686-linux
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i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
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microblaze-linux
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microblazeel-none
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Platforms75 (75)

Platforms (75)