NFCP

cranv1.2.2

N-Factor Commodity Pricing Through Term Structure Estimation. Commodity pricing models are (systems of) stochastic differential equations that are utilized for the valuation and hedging of commodity contingent claims (i.e. derivative products on the commodity) and other commodity related investments. Commodity pricing models that capture market dynamics are of

License GPL-3strong copyleft0 versions1 maintainers9 deps72 weekly dl
https://CRAN.R-project.org/package=NFCP
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FKF.SPLSMRealOptionsMASSnumDerivparallelrgenoudstatsmathjaxrRdpack
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First published · 2025-06-16 22:51:17

Last updated · 2025-06-16T21:20:07+00:00