package

r-OptionPricing

Description

Option Pricing with Efficient Simulation Algorithms.

Description

cran.r-project.org

Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Metadata

Version

0.1.2

License

Unknown

Status

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/OptionPricing/

Platforms (75)

Darwin

FreeBSD

Genode

GHCJS

Linux

MMIXware

NetBSD

none

OpenBSD

Redox

Solaris

WASI

Windows

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