Man pages for AnthonyTedde/StockPriceSimulator
Stock Price Simulator
| BSM | This function compute the Black-Scholes-Merton call and put... |
| bsm_delta | The delta in the Black-Scholes-Merton corresponds to the... |
| bsm_gamma | The gamma in the Black-Scholes-Merton corresponds to the... |
| bsm_theta | The theta in the Black-Scholes-Merton corresponds to the... |
| bsm_ts | Sample stock ticker simulation |
| d | Title |
| delta_hedging | This function compute the delta hedging for time series... |
| mjd_ts | Jump Diffusion Model |
| sstock_ito | Stock Price Approximation using Itô |
| sstock_return_ito | Stock Price Approximation using Itô |
| vasicek_ir | Title |
