RND: Risk Neutral Density Extraction Package
Extract the implied risk neutral density from options using various methods.
| Version: |
1.2 |
| Depends: |
R (≥ 3.0.1) |
| Published: |
2017-01-11 |
| DOI: |
10.32614/CRAN.package.RND |
| Author: |
Kam Hamidieh |
| Maintainer: |
Kam Hamidieh <khamidieh at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
RND results |
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