Rmetrics - EBM and Asian Option Valuation

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Documentation for package ‘fAsianOptions’ version 3042.82

• DESCRIPTION file.

Help Pages

fAsianOptions-package	EBM and Asian Option Valuation
AbrahamsonAsianOptionMoments	Exponential Brownian Motion Distributions
AsianOptionMoments	Exponential Brownian Motion Distributions
BesselDI	Modified Bessel Functions
BesselDK	Modified Bessel Functions
BesselFunctions	Modified Bessel Functions
BesselI	Modified Bessel Functions
BesselK	Modified Bessel Functions
BoundsOnAsianOption	Exponential Brownian Motion Distributions
CallPutParityAsianOption	Exponential Brownian Motion Distributions
cgamma	Gamma and Related Functions
CurranThompsonAsianOption	Exponential Brownian Motion Distributions
d2EBM	Exponential Brownian Motion Distributions
dasymEBM	Exponential Brownian Motion Distributions
dEBM	Exponential Brownian Motion Distributions
derivative	Exponential Brownian Motion Distributions
dgam	Exponential Brownian Motion Distributions
djohnson	Exponential Brownian Motion Distributions
dlognorm	Exponential Brownian Motion Distributions
drgam	Exponential Brownian Motion Distributions
DufresneAsianOptionMoments	Exponential Brownian Motion Distributions
EBMAsianOptions	Exponential Brownian Motion Distributions
EBMDistribution	Exponential Brownian Motion Distributions
erf	Gamma and Related Functions
fAsianOptions	EBM and Asian Option Valuation
FuMadanWangTable	Exponential Brownian Motion Distributions
FusaiTaglianiTable	Exponential Brownian Motion Distributions
GammaFunctions	Gamma and Related Functions
GemanTable	Exponential Brownian Motion Distributions
GemanYorAsianOption	Exponential Brownian Motion Distributions
gGemanYor	Exponential Brownian Motion Distributions
gLinetzky	Exponential Brownian Motion Distributions
GramCharlierAsianOption	Exponential Brownian Motion Distributions
hermiteH	Confluent Hypergeometric Functions
HypergeometricFunctions	Confluent Hypergeometric Functions
igamma	Gamma and Related Functions
kummerM	Confluent Hypergeometric Functions
kummerU	Confluent Hypergeometric Functions
LinetzkyAsianOption	Exponential Brownian Motion Distributions
LinetzkyTable	Exponential Brownian Motion Distributions
masian	Exponential Brownian Motion Distributions
mjohnson	Exponential Brownian Motion Distributions
mlognorm	Exponential Brownian Motion Distributions
mnorm	Exponential Brownian Motion Distributions
MomentMatchedAsianDensity	Exponential Brownian Motion Distributions
MomentMatchedAsianOption	Exponential Brownian Motion Distributions
mrgam	Exponential Brownian Motion Distributions
pEBM	Exponential Brownian Motion Distributions
pgam	Exponential Brownian Motion Distributions
pjohnson	Exponential Brownian Motion Distributions
plognorm	Exponential Brownian Motion Distributions
Pochhammer	Gamma and Related Functions
prgam	Exponential Brownian Motion Distributions
Psi	Gamma and Related Functions
RogerShiThompsonAsianOption	Exponential Brownian Motion Distributions
ThompsonAsianOption	Exponential Brownian Motion Distributions
TolmatzAsianOption	Exponential Brownian Motion Distributions
TolmatzAsianOptionMoments	Exponential Brownian Motion Distributions
TurnbullWakemanAsianOptionMoments	Exponential Brownian Motion Distributions
VecerAsianOption	Exponential Brownian Motion Distributions
whittakerM	Confluent Hypergeometric Functions
whittakerW	Confluent Hypergeometric Functions
WithDividendsAsianOption	Exponential Brownian Motion Distributions
ZhangApproximateAsianOption	Exponential Brownian Motion Distributions
ZhangAsianOption	Exponential Brownian Motion Distributions
ZhangLongTable	Exponential Brownian Motion Distributions
ZhangShortTable	Exponential Brownian Motion Distributions
ZhangTable	Exponential Brownian Motion Distributions