fAsianOptions: 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).

Version: 3042.82
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fOptions
Imports: stats
Suggests: methods, RUnit
Published: 2017-11-17
Author: Diethelm Wuertz [aut], Tobias Setz [cre]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: fAsianOptions results


Reference manual: fAsianOptions.pdf


Package source: fAsianOptions_3042.82.tar.gz
Windows binaries: r-devel: fAsianOptions_3042.82.zip, r-devel-UCRT: fAsianOptions_3042.82.zip, r-release: fAsianOptions_3042.82.zip, r-oldrel: fAsianOptions_3042.82.zip
macOS binaries: r-release (arm64): fAsianOptions_3042.82.tgz, r-release (x86_64): fAsianOptions_3042.82.tgz, r-oldrel: fAsianOptions_3042.82.tgz
Old sources: fAsianOptions archive

Reverse dependencies:

Reverse depends: prob
Reverse imports: BayesLN, cpd


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