Package: amsSim
Type: Package
Title: Adaptive Multilevel Splitting for Option Simulation and Pricing
Version: 0.1.0
Authors@R: c(
    person(
      "Riccardo", "Gozzo",
      email = "gozzoriccardo0@gmail.com",
      role = c("aut", "cre")
    )
  )
Description: Simulation and pricing routines for rare-event options using
    Adaptive Multilevel Splitting and standard Monte Carlo under
    Black-Scholes and Heston models. Core routines are implemented in C++
    via Rcpp and RcppArmadillo with lightweight R wrappers.
License: MIT + file LICENSE
URL: https://github.com/RiccardoGozzo/amsSim,
        https://arxiv.org/html/2510.23461v1
BugReports: https://github.com/RiccardoGozzo/amsSim/issues
Encoding: UTF-8
Language: en-US
Depends: R (>= 4.1)
Imports: Rcpp (>= 1.0.0)
LinkingTo: Rcpp, RcppArmadillo
SystemRequirements: C++17
ByteCompile: true
NeedsCompilation: yes
RoxygenNote: 7.3.3
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Packaged: 2025-10-28 11:45:15 UTC; riccardogozzo
Author: Riccardo Gozzo [aut, cre]
Maintainer: Riccardo Gozzo <gozzoriccardo0@gmail.com>
Repository: CRAN
Date/Publication: 2025-10-31 18:20:23 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 10:41:32 UTC; unix
Archs: amsSim.so.dSYM
