Is AsianOption safe to use?

AsianOption has no known vulnerabilities on the latest version (0.2.0). DepScope rates its health at 50/100 (high risk).

What is the latest version of AsianOption?

The latest version of AsianOption is 0.2.0, released 2026-03-10.

Does AsianOption have known vulnerabilities?

No known vulnerabilities on the latest version of AsianOption.

Is AsianOption deprecated?

No, AsianOption is actively maintained. Latest release: 0.2.0 (2026-03-10).

What are alternatives to AsianOption?

DepScope has no curated alternatives for AsianOption at this time.

What license does AsianOption use?

AsianOption is licensed under GPL (>= 3).

AsianOption

cranv0.2.0

Asian Option Pricing under Price Impact. Implements the framework of Tiwari and Majumdar (2025) <doi:10.48550/arXiv.2512.07154> for valuing arithmetic and geometric Asian options under transient and permanent market impact. Provides three pricing approaches: Kemna-Vorst frictionless benchmarks, exogenous diffusion pricing (closed-form for

License GPL (>= 3)0 versions1 maintainers1 deps132 weekly dl

plato-12/AsianOption

/ 100

Health

safe to use

[email protected] is safe to use (health: 50/100)

Health breakdown0 – 100

20/25

maintenance

3/20

popularity

25/25

security

0/15

maturity

2/15

community

Vulnerabilities

none known

Health History

Dependency Tree

License Audit

Dependencies (1)

Rcpp

API access

Get this data programmatically — free, no authentication.

curl https://depscope.dev/api/check/cran/AsianOption

First published · 2026-03-10 10:23:33

Last updated · 2026-03-10T08:50:19+00:00