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.
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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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.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2
Total Downloads
4
Platforms