Package: OptionPricing
Type: Package
Title: Option Pricing with Efficient Simulation Algorithms
Version: 0.1.1
Date: 2022-04-16
Author: Kemal Dingec, Wolfgang Hormann
Maintainer: Wolfgang Hormann <hormannw@boun.edu.tr>
Description: Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2022-04-15 15:13:35 UTC; hormannw
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2022-04-15 15:42:32 UTC
Built: R 4.1.2; ; 2022-04-16 10:25:48 UTC; unix
