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OptHedging  

Estimation of value and hedging strategy of call and put options
View on CRAN: Click here


Download and install OptHedging package within the R console
Install from CRAN:
install.packages("OptHedging")

Install from Github:
library("remotes")
install_github("cran/OptHedging")

Install by package version:
library("remotes")
install_version("OptHedging", "1.0")



Attach the package and use:
library("OptHedging")
Maintained by
Bruno Remillard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-10-11
Latest Update: 2013-10-11
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).
How to cite:
Bruno Remillard (2013). OptHedging: Estimation of value and hedging strategy of call and put options. R package version 1.0, https://cran.r-project.org/web/packages/OptHedging. Accessed 08 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited OptHedging R package
View OptHedging citation profile
Other R packages that OptHedging depends, imports, suggests or enhances
Complete documentation for OptHedging
Functions, R codes and Examples using the OptHedging R package
Some associated functions: hedging.iid . interpol1d . 
Some associated R codes: hedging.iid.R . interpol1d.R .  Full OptHedging package functions and examples
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