Option Pricing with Efficient Simulation Algorithms
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Documentation for package ‘OptionPricing’ version 0.1.2
Help Pages
| OptionPricing-package | Option Pricing and Greeks Estimation for Asian and European Options |
| AsianCall | Calculates the Price, Delta and Gamma of an Asian Option |
| AsianCall_AppLord | Asian Options - Approximation |
| BS_EC | Black-Scholes Formula for European Call and Put |
| BS_EP | Black-Scholes Formula for European Call and Put |
| OptionPricing | Option Pricing and Greeks Estimation for Asian and European Options |