r-foptions
Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.
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About
Summary
Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.
Last Updated
Dec 4, 2019 at 21:28
License
GPL-2
Total Downloads
325
Supported Platforms
linux-64
macOS-64
win-64