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r-cran-fasianoptions

GNU R package for financial engineering -- fAsianOptions

Description

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.

Homepage

http://www.Rmetrics.org


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