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armaOptions  

ARMA Models to Value Stock Options
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("armaOptions", "1.0.1")



Attach the package and use:
library("armaOptions")
Maintained by
Brian MacCarvill
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-07-11
Latest Update: 2025-07-11
Description:
Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is make to be easy to understand and for financial analysis capabilities.
How to cite:
Brian MacCarvill (2025). armaOptions: ARMA Models to Value Stock Options. R package version 1.0.1, https://cran.r-project.org/web/packages/armaOptions. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:18), 1.0.0 (2025-07-11 14:40)
Other packages that cited armaOptions R package
View armaOptions citation profile
Other R packages that armaOptions depends, imports, suggests or enhances
Complete documentation for armaOptions
Functions, R codes and Examples using the armaOptions R package
Full armaOptions package functions and examples
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