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[ Source: fasianoptions  ]

Package: r-cran-fasianoptions (2160.77-1)

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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.

Tags: Field: Financial, Implemented in: GNU R, Application Suite: GNU

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