https://github.com/cran/fOptions
Tip revision: e4884f7b9a4e5e51f1d92f988d3aa6a5e2531ae1 authored by Diethelm Wuertz on 08 August 1977, 00:00:00 UTC
version 201.10059
version 201.10059
Tip revision: e4884f7
| File | Mode | Size |
|---|---|---|
| A1-PlainVanillaOptions.R | -rw-r--r-- | 19.4 KB |
| A2-BasicAmericanOptions.R | -rw-r--r-- | 12.9 KB |
| A3-BinomialTreeOptions.R | -rw-r--r-- | 13.8 KB |
| B1-MultipleExercisesOptions.R | -rw-r--r-- | 18.6 KB |
| B2-MultipleAssetsOptions.R | -rw-r--r-- | 15.8 KB |
| B3-LookbackOptions.R | -rw-r--r-- | 16.0 KB |
| B4-BarrierOptions.R | -rw-r--r-- | 31.4 KB |
| B5-BinaryOptions.R | -rw-r--r-- | 14.9 KB |
| B6-AsianOptions.R | -rw-r--r-- | 7.1 KB |
| B7-CurrencyTranslatedOptions.R | -rw-r--r-- | 8.1 KB |
| C1-HestonNandiGarchFit.R | -rw-r--r-- | 17.2 KB |
| C2-HestonNandiOptions.R | -rw-r--r-- | 8.4 KB |
| D1-LowDiscrepancy.R | -rw-r--r-- | 8.9 KB |
| D2-MonteCarloOptions.R | -rw-r--r-- | 4.5 KB |
| E1-EBMDistribution.R | -rw-r--r-- | 15.4 KB |
| E2-GammaFunctions.R | -rw-r--r-- | 8.8 KB |
| E3-HypergeometricFunctions.R | -rw-r--r-- | 7.2 KB |
| E4-BesselFunctions.R | -rw-r--r-- | 14.5 KB |
| E5-EBMAsianOptions.R | -rw-r--r-- | 60.4 KB |
| Z1-OptionsTools.R | -rw-r--r-- | 3.9 KB |
| zzz.R | -rw-r--r-- | 1.9 KB |
