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  <dc:title>Estimation of value and hedging strategy of call and put
options</dc:title>
  <dc:title>R package OptHedging version 1.0</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:description>Estimation of value and hedging strategy of call and put options, based on optimal hedging and Monte Carlo method, from Chapter 3 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).</dc:description>
  <dc:type>Software</dc:type>
  <dc:creator>Bruno Remillard &lt;bruno.remillard@hec.ca&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Bruno Remillard</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2013-10-11</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=OptHedging</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.OptHedging</dc:identifier>
</oai_dc:dc>