Files in NFCP

N-Factor Commodity Pricing Through Term Structure Estimation

NEWS.md README.md R/dependencies.R R/parameter_estimation.R R/Kalman_filter.R R/NFCP-package.R R/simulations.R R/data_description.R R/analysis.R R/option_valuation.R R/NFCPdescription.R inst/doc/NFCP.Rmd inst/doc/NFCP.R vignettes/NFCP.Rmd man/TSfit_volatility.Rd man/futures_price_forecast.Rd man/futures_price_simulate.Rd man/NFCP_parameters.Rd man/spot_price_forecast.Rd man/stitch_contracts.Rd man/European_option_value.Rd man/American_option_value.Rd man/cov_func.Rd man/spot_price_simulate.Rd man/SS_oil.Rd man/A_T.Rd man/NFCP_Kalman_filter.Rd man/NFCP_domains.Rd man/NFCP_MLE.Rd man/NFCP-package.Rd