Man pages for Sim.DiffProc
Simulation of Diffusion Processes
| ABM | Brownian motion, Brownian bridge, geometric Brownian motion,... |
| bridgesde1d | Simulation of 1-D Bridge SDE |
| bridgesde2d | Simulation of 2-D Bridge SDE's |
| bridgesde3d | Simulation of 3-D Bridge SDE's |
| fitsde | Maximum Pseudo-Likelihood Estimation of 1-D SDE |
| fptsde1d | Approximate densities and random generation for first passage... |
| fptsde2d | Approximate densities and random generation for first passage... |
| fptsde3d | Approximate densities and random generation for first passage... |
| HWV | Hull-White/Vasicek, Ornstein-Uhlenbeck process |
| Irates | Monthly Interest Rates |
| MCM.sde | Parallel Monte-Carlo Methods for SDE's |
| MEM.sde | Moment Equations Methods for SDE's |
| moment | Monte-Carlo statistics of SDE's |
| plot2d | Plotting for Class SDE |
| rsde1d | Approximate transitional densities and random generation for... |
| rsde2d | Approximate transitional densities and random generation for... |
| rsde3d | Approximate transitional densities and random generation for... |
| Sim.DiffProc-package | Simulation of Diffusion Processes |
| snssde1d | Simulation of 1-D Stochastic Differential Equation |
| snssde2d | Simulation of 2-D Stochastic Differential Equation |
| snssde3d | Simulation of 3-D Stochastic Differential Equation |
| st.int | Stochastic Integrals |
| TEX.sde | Converting Sim.DiffProc Objects to LaTeX |
