WH
Wolfgang Hormann
Also published as Wolfgang Hörmann
4 packages
On CRAN since May 2013 (13 years) · last active 2 years ago
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Recent Activity
A Framework for Variance Reduction
Option Pricing with Efficient Simulation Algorithms
Risk Quantification for Stock Portfolios under the T-Copula Model
Random Variate Generator for the Argus Distribution
Random Variate Generator for the Argus Distribution
Risk Quantification for Stock Portfolios under the T-Copula Model
Option Pricing with Efficient Simulation Algorithms
Risk Quantification for Stock Portfolios under the T-Copula Model
Option Pricing with Efficient Simulation Algorithms
Maintained Packages
3 packages
| Package | Version |
|---|---|
| riskSimul | 0.1.2 |
| argus | 0.1.1 |
| OptionPricing | 0.1.2 |
Co-authored Packages
1 package
| Package | Version |
|---|---|
| VarRedOpt | 0.1.0 |