greeks is now published in JOSS: 
greeks is now published in JOSS:
Hudde, A., (2024). greeks: Sensitivities of Prices of Financial Options and Implied Volatilities. Journal of Open Source Software, 9(95), 5987, https://doi.org/10.21105/joss.05987
Greeks_UI() Added arithmetic Asian Option prices and Greeks
BS_Geometric_Asian_Greeks() now computes prices and sensitivities of geometric Asian options.
Greeks_UI() also displays Geometric Asian Options.
Greeks_UI(): Added American Options and Greeks.
Implied_Volatility(): Improved performance for European Options by implementing Halley’s Method.
Fixed installation problems.
Added function Greeks_UI() which starts an interactive shiny app to display option prices and Greeks.
BS_European_Greeks(): Added the Greeks zomma, color, and ultima.
BS_European_Greeks(): Added cash_or_nothing and asset_or_nothing payoff function and the Greek vera.
Improved performance of Implied_Volatility() for European options in the Black Scholes model.
Added function Implied_Volatility() to compute implied probabilities of various options.
Removed dependency from MatrixStats and improved performance of Malliavin_Asian_Greeks().
Added function Greeks() which is a wrapper to compute any option value or Greek which is implemented in the package greeks.
BS_European_Greeks(): Added Greeks charm, vomma, veta, speed.
Added function Binomial_American_Greeks() which computes American Option prices and Greeks in the binomial options pricing model.
Improved performance of Malliavin_Asian_Greeks().
New function Malliavin_European_Greeks() which computes fair value and Greeks for American Options in the Black Scholes and an Jump-Diffusion Model
Improvements in Malliavin_Asian_Greeks():
Initial Version of the package. Computes Sensitivities of Prices of Financial Options for European and Asian Options in the Black Scholes model.