fAsianOptions (3042.82)

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).

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre]

License: GPL (>= 2)

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

Released about 2 years ago.