Package: OptHedging
Type: Package
Title: Estimation of value and hedging strategy of call and put
        options.
Version: 1.0
Date: 2013-10-10
Author: Bruno Remillard
Maintainer: Bruno Remillard <bruno.remillard@hec.ca>
Description: 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).
License: GPL (>= 2)
URL: http://www.r-project.org, http://www.brunoremillard.com
Packaged: 2013-10-11 16:02:10 UTC; bruno
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-10-11 18:00:57
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 23:28:20 UTC; unix
Archs: OptHedging.so.dSYM
