ARMA Models to Value Stock Options


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Documentation for package ‘armaOptions’ version 1.0.0

Help Pages

CallOptionsOverStrikePrices Call Option Values for Differently Priced European Call Options
CallOptionsOverTime Time Sensitivity Analysis for European Call Option
europeanCallOptionValue Estimate European Call Option Value
europeanPutOptionValue Estimate European Put Option Value
PutOptionsOverStrikePrices Strike Price Sensitivity Analysis for European Put Option
PutOptionsOverTime Time Sensitivity Analysis for European Call Option