[R] New to R

rex rex at nosyntax.net
Sun May 10 10:59:02 CEST 2015


Boris Chow <chow.boris at gmail.com> [2015-05-09 20:04]:

>I want to do a pricing of an American option as my first exercise. Can some experienced users give me some pointers to do so?

https://stat.ethz.ch/mailman/listinfo/r-sig-finance

http://cran.r-project.org/web/packages/AmericanCallOpt/AmericanCallOpt.pdf

http://cran.r-project.org/web/packages/fOptions/fOptions.pdf


-rex
-- 
"The market can remain irrational longer than you can remain solvent."
 -- John Maynard Keynes



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