fAsianOptions (3010.79)

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EBM and Asian Option Valuation.

http://www.rmetrics.org
http://cran.r-project.org/web/packages/fAsianOptions

Environment for teaching "Financial Engineering and Computational Finance"

Maintainer: Yohan Chalabi
Author(s): Diethelm Wuertz and many others, see the SOURCE file

License: GPL (>= 2)

Uses: fBasics, fOptions, timeDate, timeSeries, RUnit
Reverse depends: prob, Rmetrics

Released about 4 years ago.


5 previous versions

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