armaOptions: ARMA Models to Value Stock Options

Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is made to be easy to understand and for financial analysis capabilities.

Version:	1.0.1
Imports:	forecast, stats
Published:	2025-08-28
Author:	Brian MacCarvill [aut, cre]
Maintainer:	Brian MacCarvill <brianmaccarvills at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	armaOptions results

Documentation:

Reference manual:

armaOptions.html , armaOptions.pdf

Downloads:

Package source:	armaOptions_1.0.1.tar.gz
Windows binaries:	r-devel: armaOptions_1.0.1.zip, r-release: armaOptions_1.0.1.zip, r-oldrel: armaOptions_1.0.1.zip
macOS binaries:	r-release (arm64): armaOptions_1.0.1.tgz, r-oldrel (arm64): armaOptions_1.0.1.tgz, r-release (x86_64): armaOptions_1.0.1.tgz, r-oldrel (x86_64): armaOptions_1.0.1.tgz
Old sources:	armaOptions archive

Linking:

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