Re: [R] Option pricing models

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

[R] Option pricing models

Hi, I am currently doing a project in which I wish to calculate the calculate the theoretical price of options using the following models: 1. Constant Elasticity of Variance (CEV) model 2. Merton's jump diffusion model 3. Variance Gamma model I am not sure as to how to implement this in R. I requ