Does anyone have and information on simple (if thatąs the word !) option
pricing with Generalized Hyperbolic Distributions at all?

I am new to R and have done the work with the GH distribution packages (all
addressing the fitting of the parameters to an underlying) and would like to
do some work on the options pricing side: namely the implied distribution of
returns from option prices. Just wondered what R has got to offer in terms
of Fourier Transformations (one way of doing it) and partial
integro-differential equations.

I am trying to translate a work from Mathematica to R on this topic and
could do with a few pointers.

Thanks

Glenn

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