#AsianOption
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CRAN updates: AsianOption epicR eVCGsampler fastbioclim libopenexr otelsdk rjd3jars sdcMicro simts SubgrpID tramnet wdnet #rstats
March 10, 2026 at 11:02 AM
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New CRAN package AsianOption with initial version 0.1.0
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https://cran.r-project.org/package=AsianOption
CRAN: Package AsianOption
Implements binomial tree pricing for geometric and arithmetic Asian options incorporating market price impact from hedging activities. Uses the Cox-Ross-Rubinstein (CRR) model with the replicating portfolio method. Provides exact pricing for geometric Asian options and bounds for arithmetic Asian options based on Jensen's inequality. The price impact mechanism models how hedging volumes affect stock prices, leading to modified risk-neutral probabilities. Based on the methodology described in Tiwari and Majumdar (2025) &lt;<a href="https://doi.org/10.48550%2FarXiv.2512.07154" target="_top">doi:10.48550/arXiv.2512.07154</a>&gt;.
cran.r-project.org
December 22, 2025 at 7:02 PM
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Updates on CRAN: AsianOption (0.2.0), epicR (1.0.0), eVCGsampler (1.0.0), fastbioclim (0.4.1), gaawr2 (0.0.7), libopenexr (3.4.4-2), party (1.3-19), rjd3jars (0.0.3), rlppinv (0.3.0), rtmpinv (0.3.0), simts (0.2.4), SubgrpID (0.14), tramnet (0.0-991), wdnet (1.2.4)
March 10, 2026 at 2:02 PM
Low-latency valuation & execution engine for Asian Options.
#AsianOption #ExoticDerivatives #QuantFinance #AlgoTrading #TradingSolutions

https://f.mtr.cool/ybdnkbsjds
April 18, 2026 at 1:50 PM
Low-latency valuation & execution engine for Asian Options.
#AsianOption #ExoticDerivatives #QuantFinance #AlgoTrading #TradingSolutions

https://f.mtr.cool/dgbnsqmjhi
December 19, 2025 at 5:08 PM