BS_European_Greeks      Computes the Greeks of a European call- or
                        put-option, or of digital options in the Black
                        Scholes model.
BS_Geometric_Asian_Greeks
                        Computes the Greeks of a Geometric Asian Option
                        with classical Call- and Put-Payoff in the
                        Black Scholes model
BS_Implied_Volatility   Computes the implied volatility for European
                        put- and call options in the Black Scholes
                        model via Halley's method.
BS_Malliavin_Asian_Greeks
                        Computes the Greeks of an Asian option with the
                        Malliavin Monte Carlo Method in the Black
                        Scholes model
Binomial_American_Greeks
                        Computes the Greeks of an American call- or
                        put-option with the Binomial options pricing
                        model
Greeks                  Computes the Greeks of various options in the
                        Black Scholes model or both in the Black
                        Scholes model or a Jump Diffusion model in the
                        case of Asian Options, or in the Binomial
                        options pricing model
Greeks_UI               Opens a shiny app to interactively visualize
                        option prices and Greeks.
Implied_Volatility      Computes the implied volatility for various
                        options via Newton's method
Malliavin_Asian_Greeks
                        Computes the Greeks of an Asian option with the
                        Malliavin Monte Carlo Method in the Black
                        Scholes model, or for Asian options, also in a
                        Jump Diffusion model
Malliavin_European_Greeks
                        Computes the Greeks of a European option with
                        the Malliavin Monte Carlo Method in the Black
                        Scholes model
Malliavin_Geometric_Asian_Greeks
                        Computes the Greeks of a geometric Asian option
                        with the Malliavin Monte Carlo Method in the
                        Black Scholes- or Jump diffusion model
