OptHedging (1.0)

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

http://www.r-project.org
http://www.brunoremillard.com
http://cran.r-project.org/web/packages/OptHedging

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).

Maintainer: Bruno Remillard
Author(s): Bruno Remillard

License: GPL (>= 2)

Uses: Does not use any package

Released over 3 years ago.


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