Estimation of value and hedging strategy of call and put options.


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Documentation for package ‘OptHedging’ version 1.0

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hedging.iid Value and optimal hedging strategy for a call or a put option using simulations.
HedgingIID Value and optimal hedging strategy for a call or a put option using simulations.
interpol1d Linear interpolation function.
interpolation1d Linear interpolation function.