Pricing a variance swap on an equity index
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Documentation for package ‘VarSwapPrice’ version 1.0
- DESCRIPTION file.
- Code demos. Use demo() to run them.
Help Pages
| 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 |