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-release: fAsianOptions_3042.82.zip, r-oldrel: fAsianOptions_3042.82.zip |
| macOS binaries: | r-release: fAsianOptions_3042.82.tgz, r-oldrel: fAsianOptions_3042.82.tgz |
| Old sources: | fAsianOptions archive |
| Reverse depends: | prob |
| Reverse imports: | BayesLN, cpd |
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