Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
QFRM
BarrierMC
BarrierMC function
Barrier option valuation via Monte Carlo (MC) simulation.
Copy
QFRM package
Read PDF manual
Maintainer: Oleg Melnikov
License: GPL (>= 2)
Last published: 2015-07-28
http://Oleg.Rice.edu