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Results tagged with Search options user 6857

Questions about models for the valuation of option contracts.

8
votes
You may want to browse the Task View for empirical finance, which lists many options-related packages. As for concrete suggestions: I have worked a lot with RQuantLib in the past, and I have found it …
answered May 11 '18 by Enrico Schumann
1
vote
These papers study delta-hedging of equity options with different models. @Article{, author = {Gurdip Bakshi and Charles Cao and Zhiwu Chen}, title = {Empirical Performance of Alternative Opti …
answered Aug 16 by Enrico Schumann