https://github.com/cran/fOptions
Raw File
Tip revision: cbe01e5daf459b3dcd84e7bc762afa39e61d0b9b authored by Diethelm Wuertz and Rmetrics Core Team on 08 August 1977, 00:00:00 UTC
version 241.68
Tip revision: cbe01e5
INDEX
AsianOptions            Valuation of Asian Options
BarrierOptions          Valuation of Barrier Options
BasicAmericanOptions    Valuation of Basic American Options
BesselFunctions         Modified Bessel Functions
BinaryOptions           Valuation of Binary Options
BinomialTreeOptions     Binomial Tree Option Model
CurrencyTranslatedOptions
                        Valuation of Currency Translated Options
EBMAsianOptions         Exponential Brownian Motion Distributions
EBMDistribution         Exponential Brownian Motion Distributions
GammaFunctions          Gamma and Related Functions
HestonNandiGarchFit     Heston-Nandi Garch(1,1) Modelling
HestonNandiOptions      Option Price for the Heston-Nandi Garch Option
                        Model
HypergeometricFunctions
                        Confluent Hypergeometric Functions
LookbackOptions         Valuation of Lookback Options
LowDiscrepancy          Low Discrepancy Sequences
MonteCarloOptions       Monte Carlo Valuation of Options
MultipleAssetsOptions   Valuation of Mutiple Assets Options
MultipleExercisesOptions
                        Valuation of Mutiple Exercises Options
PlainVanillaOptions     Valuation of Plain Vanilla Options
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