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armaOptions

ARMA Models to Value Stock Options

v1.0.1 · Aug 28, 2025 · GPL-3

Description

Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is made to be easy to understand and for financial analysis capabilities.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies forecast armaOptions

Version History

new 1.0.1 Mar 10, 2026
updated 1.0.1 ← 1.0.0 diff Aug 27, 2025
new 1.0.0 Jul 10, 2025