greeks
cranv1.5.1Sensitivities of Prices of Financial Options and Implied Volatilities. Methods to calculate sensitivities of financial option prices for European, geometric and arithmetic Asian, and American options, with various payoff functions in the Black Scholes model, and in more general jump diffusion models. A shiny app to interactively plot the results is included. Furthermor
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Last updated · 2025-11-17T11:20:02+00:00