| Name : R-BCC1997
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp156.2.1
| Date : 2024-06-24 13:52:47
|
| Group : Development/Libraries/Other
| Source RPM : R-BCC1997-0.1.1-lp156.2.1.src.rpm
|
| Size : 0.02 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Calculation of Option Prices Based on a Universal Solution
|
Description :
Calculates the prices of European options based on the universal
solution provided by Bakshi, Cao and Chen (1997)
< doi:10.1111/j.1540-6261.1997.tb02749.x>. This solution considers
stochastic volatility, stochastic interest and random jumps. Please
cite their work if this package is used.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
