OptHedging

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Estimation of value and hedging strategy of call and put options

Bruno Remillard

Last update: 11 October 2013

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0

Official website: http://cran.r-project.org/web/packages/OptHedging/index.html

Source code repository: https://github.com/cran/OptHedging

Cited In (2)

• Statistical methods for financial engineering
• SMFI5

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