armaOptions
ARMA Models to Value Stock Options
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 made to be easy to understand and for financial analysis capabilities.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
2026-04-09 windows/windows R-4.5 | armaOptions_1.0.1.zip |
38.7 KiB |