[R] Option pricing

Pfaff, Bernhard Bernhard.Pfaff at drkw.com
Mon Feb 3 14:41:03 CET 2003

Hello Rabaie,

how about the contributed package: "RQuantLib"?


-----Original Message-----
From: Rabaie Remon [mailto:rabaieremon at hotmail.com]
Sent: 02 February 2003 19:24
To: r-help at stat.math.ethz.ch
Subject: [R] Option pricing

Dear sir:

I want just ask if there is in R any package to use like in S+, for the 
Basic option pricing (Binomail model, Black-Scholes pricing formula)

Thank you,

R-help at stat.math.ethz.ch mailing list

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