Methods to calculate sensitivities of financial option prices for
 European, geometric and arithmetic Asian, and American options, with various
 payoff functions in the Black Scholes model, and in more general jump diffusion
 models. A shiny app to interactively plot the results is included. Furthermore,
 methods to compute implied volatilities are provided for a wide range of option
 types and  custom payoff functions. Classical formulas are implemented for
 European options in the Black Scholes Model, as is presented in Hull, J. C.
 (2017), Options, Futures, and Other Derivatives.
 In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see
 Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential
 Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American
 options, the Binomial Tree  Method is implemented, as is presented in Hull,
 J. C. (2017).

Implements a method of iteratively collapsing the rows of a
    contingency table, two at a time, by selecting the pair of categories whose
    combination yields a new table with the smallest loss of chi-squared, as
    described by Greenacre, M.J. (1988) <doi:10.1007/BF01901670>. The result is
    compatible with the class of object returned by the 'stats' package's
    hclust() function and can be used similarly (plotted as a dendrogram,
    cut, etc.). Additional functions are provided for automatic cutting and
    diagnostic plotting.

These Bayesian models written in the 'Stan' probabilistic language can be used to interpret green crab trapping and environmental DNA monitoring data, either independently or jointly. Detailed model information is found in Keller (2022) <doi:10.1002/eap.2561>.

Tools and methods to apply the model Geospatial Regression Equation
    for European Nutrient losses (GREEN); 
    Grizzetti et al. (2005) <doi:10.1016/j.jhydrol.2004.07.036>; 
    Grizzetti et al. (2008);
    Grizzetti et al. (2012) <doi:10.1111/j.1365-2486.2011.02576.x>; 
    Grizzetti et al. (2021) <doi:10.1016/j.gloenvcha.2021.102281>.