New to R
Boris Chow <chow.boris at gmail.com> [2015-05-09 20:04]:
I want to do a pricing of an American option as my first exercise. Can some experienced users give me some pointers to do so?
https://stat.ethz.ch/mailman/listinfo/r-sig-finance http://cran.r-project.org/web/packages/AmericanCallOpt/AmericanCallOpt.pdf http://cran.r-project.org/web/packages/fOptions/fOptions.pdf -rex
"The market can remain irrational longer than you can remain solvent." -- John Maynard Keynes