Package: OptionPricing
Type: Package
Title: Option Pricing with Efficient Simulation Algorithms
Version: 0.1.2
Authors@R: c(person("Wolfgang", "Hormann", email = "hormanngw@yahoo.com",
                  role = c("aut", "cre")),
				  person("Kemal","Dingec",role = c("aut")))
Maintainer: Wolfgang Hormann <hormanngw@yahoo.com>
Description: Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.
License: GPL-2 | GPL-3
Copyright: Wolfgang Hormann
Packaged: 2023-09-16 05:49:57 UTC; hormannw
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2023-09-16 08:40:08 UTC
Author: Wolfgang Hormann [aut, cre],
  Kemal Dingec [aut]
Built: R 4.6.0; ; 2026-04-25 20:57:20 UTC; unix
