https://github.com/cran/fOptions
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Tip revision: 51531ecfd0b01a79d636d0ec5140ee2319630962 authored by Diethelm Wuertz and Rmetrics Core Team on 08 August 1977, 00:00:00 UTC
version 251.70
Tip revision: 51531ec
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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