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hudde committed Mar 3, 2024
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Expand Up @@ -85,4 +85,18 @@ to provide a better understanding of option prices and Greeks by interactive
visualizations.
`greeks` is also suited for financial risk management purposes.

# How to run the Shiny app

The interactive shiny app is started with `greeks::Greeks_UI()`:
\begin{center}
\includegraphics[width=0.5\textwidth]{./man/figures/GreeksUI.png}
\end{center}
This works for European Options, American Options, Geometric Asian Options, as
well as Asian options.
For performance reasons, just the Black-Scholes model is possible, and for
some cases, the set of Greeks is limited.
On the y-Axis, the option value resp. the value of the greeks are displayed,
for the x-axis, several parameters like `initial_price` or `time_to_maturity`
are possible.

# References

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