OptHedging
Estimation of value and hedging strategy of call and put options.
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).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0 |
rolling linux/jammy R-4.5 | OptHedging_1.0.tar.gz |
17.1 KiB |
1.0 |
rolling linux/noble R-4.5 | OptHedging_1.0.tar.gz |
17.3 KiB |
1.0 |
rolling source/ R- | OptHedging_1.0.tar.gz |
4.4 KiB |
1.0 |
latest linux/jammy R-4.5 | OptHedging_1.0.tar.gz |
17.1 KiB |
1.0 |
latest linux/noble R-4.5 | OptHedging_1.0.tar.gz |
17.3 KiB |
1.0 |
latest source/ R- | OptHedging_1.0.tar.gz |
4.4 KiB |
1.0 |
2026-04-26 source/ R- | OptHedging_1.0.tar.gz |
4.4 KiB |
1.0 |
2026-04-23 source/ R- | OptHedging_1.0.tar.gz |
4.4 KiB |
1.0 |
2026-04-09 windows/windows R-4.5 | OptHedging_1.0.zip |
25.0 KiB |
1.0 |
2025-04-20 source/ R- | OptHedging_1.0.tar.gz |
4.4 KiB |