Risk Neutral Density Extraction Package

Extract the implied risk neutral density from options using various methods.


Reference manual

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1.2 by Kam Hamidieh, 5 years ago

Browse source code at https://github.com/cran/RND

Authors: Kam Hamidieh <[email protected]>

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

See at CRAN