Changes in version 1.4.0                        

greeks is now published in JOSS: status

Hudde, A., (2024). greeks: Sensitivities of Prices of Financial Options
and Implied Volatilities. Journal of Open Source Software, 9(95), 5987,
https://doi.org/10.21105/joss.05987

                 Changes in version 1.2.0 (2023-08-17)                  

Greeks_UI() Added arithmetic Asian Option prices and Greeks

                 Changes in version 1.1.0 (2023-03-17)                  

BS_Geometric_Asian_Greeks() now computes prices and sensitivities of
geometric Asian options.

Greeks_UI() also displays Geometric Asian Options.

                 Changes in version 1.0.0 (2023-02-16)                  

Greeks_UI(): Added American Options and Greeks.

Implied_Volatility(): Improved performance for European Options by
implementing Halley's Method.

                 Changes in version 0.8.1 (2023-01-15)                  

Fixed installation problems.

                 Changes in version 0.8.0 (2023-01-13)                  

Added function Greeks_UI() which starts an interactive shiny app to
display option prices and Greeks.

                 Changes in version 0.7.0 (2022-08-26)                  

BS_European_Greeks(): Added the Greeks zomma, color, and ultima.

                 Changes in version 0.6.0 (2022-05-02)                  

BS_European_Greeks(): Added cash_or_nothing and asset_or_nothing payoff
function and the Greek vera.

Improved performance of Implied_Volatility() for European options in the
Black Scholes model.

                 Changes in version 0.5.0 (2022-02-15)                  

Added function Implied_Volatility() to compute implied probabilities of
various options.

                 Changes in version 0.4.1 (2021-12-14)                  

Removed dependency from MatrixStats and improved performance of
Malliavin_Asian_Greeks().

                 Changes in version 0.4.0 (2021-11-16)                  

Added function Greeks() which is a wrapper to compute any option value
or Greek which is implemented in the package greeks.

BS_European_Greeks(): Added Greeks charm, vomma, veta, speed.

                 Changes in version 0.3.0 (2021-07-04)                  

Added function Binomial_American_Greeks() which computes American Option
prices and Greeks in the binomial options pricing model.

Improved performance of Malliavin_Asian_Greeks().

                 Changes in version 0.2.0 (2021-05-31)                  

New function Malliavin_European_Greeks() which computes fair value and
Greeks for American Options in the Black Scholes and an Jump-Diffusion
Model

Improvements in Malliavin_Asian_Greeks():

  - Added Greeks Vega and Gamma
  - Implemented alternative Jump-Diffusion Model
  - performance improvements

                 Changes in version 0.0.1 (2021-05-06)                  

Initial Version of the package. Computes Sensitivities of Prices of
Financial Options for European and Asian Options in the Black Scholes
model.