Did you explore the "fOptions" package? Apart from lot of in-build functionalities you would see there lot of good references on options pricing.
Thanks, -- View this message in context: http://r.789695.n4.nabble.com/Option-pricing-models-tp2295760p2295842.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
