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GNU R package for financial engineering -- fAsianOptions


This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fAsianOptions provides functions to price and hedge 'asian' (i.e. averaging) options on one or several assets.

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552 other people were interested in this package here. The newest known version of this software is 3042.82-1+b1 (Information last updated 4 days ago.)