Title: Option Pricing with Efficient Simulation Algorithms
Description: Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Title: This package estimates a mix of lognormal distributions from
Description: This package provides the estimation of implied
probability density functions (pdf) from options data. The
pdf's take the form of a mix of lognormal distributions. The
methods used in the routines are discussed in the paper:
Soderlind, P., and L. E. O. Svensson (1997), "New Techniques to
Extract Market Expectations from Financial Instruments",
Journal of Monetary Economics, 40, 383-429.  The user should
kindly notice that this package is the R port of the Matlab
routines originally distributed by P. Soderlind, and freely
Packaged: 2012-02-04 02:55:48 UTC; Paolo Zagaglia

person("Florian", "Detsch", role = c("cre", "aut"), email = "fdetsch@web.de"),
person("Tim", "Appelhans", role = "ctb"),
person("Baptiste", "Auguie", role = "ctb"),
person("OpenStreetMap contributors", role = "cph"))
Description: I tend to repeat the same code chunks over and over again. At
first, this was fine for me and I paid little attention to such redundancies.
A little later, when I got tired of manually replacing Linux filepaths with
the referring Windows versions, and vice versa, I started to stuff some very
frequently used work-steps into functions and, even later, into a proper R
package. And that's what this package is - a hodgepodge of various R functions
meant to simplify (my) everyday-life coding work without, at the same time,
being devoted to a particular scope of application.
Imports: bookdown, devtools, grDevices, grid, knitr, lattice,
latticeExtra, plotrix, Rcpp (>= 0.11.3), rgdal, sf, sp, stats
SystemRequirements: GNU make, 7zip, unix2dos

Imports: bookdown, grDevices, grid, knitr, lattice, latticeExtra,
plotrix, Rcpp (>= 0.11.3), remotes, rgdal, sf, sp, stats

person("Tim", "Appelhans", role = "aut", email = "tim.appelhans@gmail.com"),