pkgsrc/finance/R-fOptions/DESCR
minskim 8f2c0021c2 finance/R-fOptions: Import version 3042.86
This package provides a collection of functions to valuate basic
options. This includes the generalized Black-Scholes option, options
on futures and options on commodity futures.
2018-03-02 18:38:19 +00:00

3 lines
179 B
Text

This package provides a collection of functions to valuate basic
options. This includes the generalized Black-Scholes option, options
on futures and options on commodity futures.