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r / packages / r-opthedging

Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).

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conda 31.1 kB | linux-64/r-opthedging-1.0-r43h76d94ec_0.tar.bz2  1 year and 1 month ago 23 main
conda 30.6 kB | linux-64/r-opthedging-1.0-r42h76d94ec_0.tar.bz2  2 years and 7 months ago 53 main
conda 38.7 kB | win-64/r-opthedging-1.0-r36hda5aaf8_0.tar.bz2  4 years and 11 months ago 78 main
conda 29.7 kB | osx-64/r-opthedging-1.0-r36h46e59ec_0.tar.bz2  4 years and 11 months ago 15 main
conda 30.5 kB | linux-64/r-opthedging-1.0-r36h96ca727_0.tar.bz2  4 years and 11 months ago 54 main
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