| Name : R-OptHedging
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:03:15
|
| Group : Development/Libraries/Other
| Source RPM : R-OptHedging-1.0-lp153.2.13.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Estimation of value and hedging strategy of call and put options.
|
Description :
Estimation of value and hedging strategy of call and put options, based
on optimal hedging and Monte Carlo method, from Chapter 3 of
\'Statistical Methods for Financial Engineering\', by Bruno Remillard,
CRC Press, (2013).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
