Man pages for Sim.DiffProc
Simulation of Diffusion Processes

ABMBrownian motion, Brownian bridge, geometric Brownian motion,...
bridgesde1dSimulation of 1-D Bridge SDE
bridgesde2dSimulation of 2-D Bridge SDE's
bridgesde3dSimulation of 3-D Bridge SDE's
fitsdeMaximum Pseudo-Likelihood Estimation of 1-D SDE
fptsde1dApproximate densities and random generation for first passage...
fptsde2dApproximate densities and random generation for first passage...
fptsde3dApproximate densities and random generation for first passage...
HWVHull-White/Vasicek, Ornstein-Uhlenbeck process
IratesMonthly Interest Rates
MCM.sdeParallel Monte-Carlo Methods for SDE's
MEM.sdeMoment Equations Methods for SDE's
momentMonte-Carlo statistics of SDE's
plot2dPlotting for Class SDE
rsde1dApproximate transitional densities and random generation for...
rsde2dApproximate transitional densities and random generation for...
rsde3dApproximate transitional densities and random generation for...
Sim.DiffProc-packageSimulation of Diffusion Processes
snssde1dSimulation of 1-D Stochastic Differential Equation
snssde2dSimulation of 2-D Stochastic Differential Equation
snssde3dSimulation of 3-D Stochastic Differential Equation
st.intStochastic Integrals
TEX.sdeConverting Sim.DiffProc Objects to LaTeX
Sim.DiffProc documentation built on Nov. 28, 2018, 5:04 p.m.