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Pricing of European and Asian options using CRR model, implemented in R

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KNFO-MIMUW/CRR-model-European-Asian-options

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European and Asian Options Pricing Using CRR Model

This repository is devoted to a project comprising a creation of two R functions used for pricing European and Asian options using the CRR model. The files included are:

  • The main .R file containing the two functions.
  • A report elaborating on the properties and structure of the functions.
  • An .Rmd file used to create the report.

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