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OptionPricing  

Option Pricing with Efficient Simulation Algorithms
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("OptionPricing", "0.1.2")



Attach the package and use:
library("OptionPricing")
Maintained by
Wolfgang Hormann
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-11-08
Latest Update: 2023-09-16
Description:
Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
How to cite:
Wolfgang Hormann (2014). OptionPricing: Option Pricing with Efficient Simulation Algorithms. R package version 0.1.2, https://cran.r-project.org/web/packages/OptionPricing. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.1 (2022-04-15 17:42), 0.1 (2014-11-08 17:10)
Other packages that cited OptionPricing R package
View OptionPricing citation profile
Other R packages that OptionPricing depends, imports, suggests or enhances
Complete documentation for OptionPricing
Functions, R codes and Examples using the OptionPricing R package
Some associated functions: AsianCall . AsianCall_AppLord . BS_EC . OptionPricing-package . 
Some associated R codes: Asian.AppLord.R . AsianCall_NCV_CMC_QCV_greeks_qmc.R . BS_European.R .  Full OptionPricing package functions and examples
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