rmcd1024 derivmkts issues - Githubissues

rmcd1024 / derivmkts

R package for option pricing

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Document default scaling for greeks

#13 rmcd1024 opened 1 year ago
0
Names for assets in `simprice`

#12 rmcd1024 opened 2 years ago
0
Revisit seed saving

#11 rmcd1024 opened 2 years ago
0
Forward start asian options

#10 rmcd1024 opened 3 years ago
0
Binomial calculations for options on futures

#9 rmcd1024 opened 3 years ago
0
Create superlinter.yml

#8 rmcd1024 opened 3 years ago
0
Add `scalegreeks` parameter to greeks function

#7 rmcd1024 opened 5 years ago
0
Compute implied volatility for arbitrary pricing function

#6 rmcd1024 opened 5 years ago
0
simprice should report nj for each period and trial

#5 rmcd1024 closed 5 years ago
0
Vectorize jump option price

#4 rmcd1024 closed 5 years ago
0
In `greeks`, option `long` should subsume `complete`

#3 rmcd1024 closed 5 years ago
0
Not working in parallel code

#2 himanshustats opened 6 years ago
1
binomplot and setylim

#1 rmcd1024 closed 8 years ago
1