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OptionPricing

Option Pricing with Efficient Simulation Algorithms

Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Versions across snapshots

VersionRepositoryFileSize
0.1.2 rolling linux/jammy R-4.5 OptionPricing_0.1.2.tar.gz 107.8 KiB
0.1.2 rolling linux/noble R-4.5 OptionPricing_0.1.2.tar.gz 107.7 KiB
0.1.2 rolling source/ R- OptionPricing_0.1.2.tar.gz 13.2 KiB
0.1.2 latest linux/jammy R-4.5 OptionPricing_0.1.2.tar.gz 107.8 KiB
0.1.2 latest linux/noble R-4.5 OptionPricing_0.1.2.tar.gz 107.7 KiB
0.1.2 latest source/ R- OptionPricing_0.1.2.tar.gz 13.2 KiB
0.1.2 2026-04-26 source/ R- OptionPricing_0.1.2.tar.gz 13.2 KiB
0.1.2 2026-04-23 source/ R- OptionPricing_0.1.2.tar.gz 13.2 KiB
0.1.2 2026-04-09 windows/windows R-4.5 OptionPricing_0.1.2.zip 110.5 KiB
0.1.2 2025-04-20 source/ R- OptionPricing_0.1.2.tar.gz 13.2 KiB