Package: OptionPricing
Type: Package
Title: Option Pricing with Efficient Simulation Algorithms
Version: 0.1
Date: 2014-11-07
Author: Kemal Dingec, Wolfgang Hormann
Maintainer: Wolfgang Hormann <hormannw@boun.edu.tr>
Description: Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2014-11-08 07:35:25 UTC; Wolfgang
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-11-08 17:10:10
