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  "Title": "Sensitivities of Prices of Financial Options and Implied\nVolatilities",
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  "Authors@R": "person(given = \"Anselm\",\nfamily = \"Hudde\",\nrole = c(\"aut\", \"cre\"),\nemail = \"anselmhudde@gmx.de\",\ncomment = c(ORCID = \"0000-0002-5652-2815\"))",
  "Description": "Methods to calculate sensitivities of financial option\nprices for European, geometric and arithmetic Asian, and\nAmerican options, with various payoff functions in the Black\nScholes model, and in more general jump diffusion models. A\nshiny app to interactively plot the results is included.\nFurthermore, methods to compute implied volatilities are\nprovided for a wide range of option types and custom payoff\nfunctions. Classical formulas are implemented for European\noptions in the Black Scholes Model, as is presented in Hull, J.\nC. (2017), Options, Futures, and Other Derivatives. In the case\nof Asian options, Malliavin Monte Carlo Greeks are implemented,\nsee Hudde, A. & Rüschendorf, L. (2023). European and Asian\nGreeks for exponential Lévy processes.\n<doi:10.1007/s11009-023-10014-5>. For American options, the\nBinomial Tree Method is implemented, as is presented in Hull,\nJ. C. (2017).",
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    "greeks",
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    "Malliavin_Geometric_Asian_Greeks"
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      "title": "Computes the Greeks of an American call- or put-option with the Binomial options pricing model",
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      ]
    },
    {
      "page": "BS_European_Greeks",
      "title": "Computes the Greeks of a European call- or put-option, or of digital options in the Black Scholes model.",
      "topics": [
        "BS_European_Greeks"
      ]
    },
    {
      "page": "BS_Geometric_Asian_Greeks",
      "title": "Computes the Greeks of a Geometric Asian Option with classical Call- and Put-Payoff in the Black Scholes model",
      "topics": [
        "BS_Geometric_Asian_Greeks"
      ]
    },
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      "page": "BS_Implied_Volatility",
      "title": "Computes the implied volatility for European put- and call options in the Black Scholes model via Halley's method.",
      "topics": [
        "BS_Implied_Volatility"
      ]
    },
    {
      "page": "BS_Malliavin_Asian_Greeks",
      "title": "Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model",
      "topics": [
        "BS_Malliavin_Asian_Greeks"
      ]
    },
    {
      "page": "Greeks",
      "title": "Computes the Greeks of various options in the Black Scholes model or both in the Black Scholes model or a Jump Diffusion model in the case of Asian Options, or in the Binomial options pricing model",
      "topics": [
        "Greeks"
      ]
    },
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      ]
    },
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      "title": "Computes the implied volatility for various options via Newton's method",
      "topics": [
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      ]
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      "title": "Computes the Greeks of an Asian option with the Malliavin Monte Carlo Method in the Black Scholes model, or for Asian options, also in a Jump Diffusion model",
      "topics": [
        "Malliavin_Asian_Greeks"
      ]
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