frmqa: The Generalized Hyperbolic Distribution, Related Distributions and Their Applications in Finance

A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.

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AuthorThanh T. Tran
Date of publication2012-11-02 09:15:35
MaintainerThanh T. Tran <>
LicenseGPL (>= 2)

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