Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is make to be easy to understand and for financial analysis capabilities.
| Version: | 1.0.0 |
| Imports: | forecast, stats |
| Published: | 2025-07-11 |
| DOI: | 10.32614/CRAN.package.armaOptions |
| Author: | Brian MacCarvill [aut, cre] |
| Maintainer: | Brian MacCarvill <brianmaccarvills at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | armaOptions results |
| Reference manual: | armaOptions.pdf |
| Package source: | armaOptions_1.0.0.tar.gz |
| Windows binaries: | r-devel: armaOptions_1.0.0.zip, r-release: armaOptions_1.0.0.zip, r-oldrel: armaOptions_1.0.0.zip |
| macOS binaries: | r-release (arm64): armaOptions_1.0.0.tgz, r-oldrel (arm64): armaOptions_1.0.0.tgz, r-release (x86_64): armaOptions_1.0.0.tgz, r-oldrel (x86_64): armaOptions_1.0.0.tgz |
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