Message-ID: <20150510085902.GE11534@nosyntax.net>
Date: 2015-05-10T08:59:02Z
From: rex
Subject: New to R
In-Reply-To: <0D0FB2BF-EEEF-4031-B2EA-6486D4A1AA9C@gmail.com>
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