R package-OptionPricing
Eurpean Option pricing in BS model, American Option pricing in binary tree, monte carlo method, finate difference method.
Package: OptionPricing
Type: Package
Title: OptionPricing
Version: 1.0
Date: 2023-01-01
Author: jianhuang Gan, yubo Lin, zihao Wang
Maintainer: jianhuang Gan [email protected],yubo Lin [email protected], zihao Wang [email protected]
Description: Eurpean Option pricing in BS model, American Option pricing in binary tree, monte carlo method, finate difference method.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.9)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
JhuangGan/R-package-OptionPricing
Folders and files
| Name | Name | Last commit date | ||
|---|---|---|---|---|