Man pages for AnthonyTedde/StockPriceSimulator
Stock Price Simulator

BSMThis function compute the Black-Scholes-Merton call and put...
bsm_deltaThe delta in the Black-Scholes-Merton corresponds to the...
bsm_gammaThe gamma in the Black-Scholes-Merton corresponds to the...
bsm_thetaThe theta in the Black-Scholes-Merton corresponds to the...
bsm_tsSample stock ticker simulation
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delta_hedgingThis function compute the delta hedging for time series...
mjd_tsJump Diffusion Model
sstock_itoStock Price Approximation using Itô
sstock_return_itoStock Price Approximation using Itô
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AnthonyTedde/StockPriceSimulator documentation built on Aug. 26, 2018, 9:18 a.m.