https://plato-12.r-universe.devRecent package updates in plato-12R-universehttps://github.com/plato-12.pnghttps://plato-12.r-universe.devSun, 08 Mar 2026 22:04:04 GMTtiwari.priyanshu.iitk@gmail.com (Priyanshu Tiwari)Implements the framework of Tiwari and Majumdar (2025) <doi:10.48550/arXiv.2512.07154> for valuing arithmetic and geometric Asian options under transient and permanent market impact. Provides three pricing approaches: Kemna-Vorst frictionless benchmarks, exogenous diffusion pricing (closed-form for geometric, Monte Carlo for arithmetic), and endogenous Hamilton-Jacobi-Bellman valuation via a tree-based Bellman scheme producing indifference bid-ask prices.https://github.com/r-universe/plato-12/actions/runs/27055061570Sun, 08 Mar 2026 22:04:04 GMTAsianOption0.2.0successhttps://plato-12.r-universe.devhttps://github.com/plato-12/asianoption