Man pages for AnthonyTedde/StockPriceSimulator
Stock Price Simulator

BSMThis function compute the Black-Scholes-Merton call and put...
dTitle
deltaThe delta in the Black-Scholes-Merton corresponds to the...
delta_hedgingThis function compute the delta hedging for time series...
gammaThe gamma in the Black-Scholes-Merton corresponds to the...
sstockSample stock ticker simulation
sstock_itoStock Price Approximation using Itô
sstock_jumpJump Diffusion Model
sstock_return_itoStock Price Approximation using Itô
thetaThe theta in the Black-Scholes-Merton corresponds to the...
vasicek_irTitle
AnthonyTedde/StockPriceSimulator documentation built on June 12, 2018, 10:21 a.m.