Provides functions for pricing and valuating Asian Options together with tools for analyzing and modeling Exponential Brownian Motion (EBM).
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3042.82 by Tobias Setz, 9 years ago
http://www.rmetrics.org
Browse source code at https://github.com/cran/fAsianOptions
Authors: Diethelm Wuertz [aut] , Tobias Setz [cre]
Documentation: PDF Manual
GPL (>= 2) license
Imports stats
Depends on timeDate, timeSeries, fBasics, fOptions
Suggests methods, RUnit
See at CRAN