R: Asian Option Pricing under Price Impact

# Asian Option Pricing under Price Impact

## Documentation for package ‘AsianOption’ version 0.2.0

- DESCRIPTION file
- Package README

## Help Pages

arithmetic_asian_bounds | Bounds for Arithmetic Asian Option with Price Impact
arithmetic_asian_bounds_transient | Bounds for Arithmetic Asian Option with Transient Price Impact
check_no_arbitrage | Check No-Arbitrage Condition
compute_adjusted_factors | Compute Adjusted Up and Down Factors
compute_p_adj | Compute Adjusted Risk-Neutral Probability
price_arithmetic_asian_diffusion | Arithmetic Asian Option Price via Euler-Maruyama Monte Carlo (Exogenous Diffusion)
price_arithmetic_asian_hjb | Price Arithmetic Asian Option via HJB Bellman Scheme (Endogenous Impact)
price_black_scholes_call | Black-Scholes European Call Option Price
price_black_scholes_put | Black-Scholes European Put Option Price
price_european | Price European Option with Price Impact
price_geometric_asian | Price Geometric Asian Option with Price Impact
price_geometric_asian_diffusion | Geometric Asian Option Price in Exogenous Diffusion Limit
price_geometric_asian_hjb | Price Geometric Asian Option via HJB Bellman Scheme (Endogenous Impact)
price_geometric_asian_transient | Price Geometric Asian Option with Transient and Permanent Price Impact
price_kemna_vorst_arithmetic | Kemna-Vorst Arithmetic Average Asian Option
price_kemna_vorst_geometric | Kemna-Vorst Geometric Average Asian Option
print.arithmetic_bounds | Print Method for Arithmetic Asian Bounds
print.hjb_asian | Print method for HJB Asian option results
print.kemna_vorst_arithmetic | Print Method for Kemna-Vorst Arithmetic Results
summary.kemna_vorst_arithmetic | Summary Method for Kemna-Vorst Arithmetic Results