Pricing a variance swap on an equity index
Documentation for package ‘VarSwapPrice’ version 1.0
DESCRIPTION file
.
Code demos
. Use
demo()
to run them.
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VarSwapPrice-package
Pricing the variance swap of an equity index
black_scholes
Black-Scholes pricing for call and put options
VarSwap
Pricing a variance swap of an equity index
VarSwapPrice
Pricing the variance swap of an equity index
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