OptHedging: Estimation of value and hedging strategy of call and put options

Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).

Version: 1.0
Published: 2013-10-11
Author: Bruno Remillard
Maintainer: Bruno Remillard <bruno.remillard at hec.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.r-project.org, http://www.brunoremillard.com
NeedsCompilation: yes
In views: Finance
CRAN checks: OptHedging results

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Reference manual: OptHedging.pdf
Package source: OptHedging_1.0.tar.gz
Windows binaries: r-devel: OptHedging_1.0.zip, r-release: OptHedging_1.0.zip, r-oldrel: OptHedging_1.0.zip
OS X Snow Leopard binaries: r-release: OptHedging_1.0.tgz, r-oldrel: OptHedging_1.0.tgz
OS X Mavericks binaries: r-release: OptHedging_1.0.tgz