fernote7/rnmethods: Numerical Methods for stochastic processes

A package to compute numerically European calls using the Heston model.

Getting started

Package details

AuthorFernando Teixeira
MaintainerFernando <fernando.ormonde@gmail.com>
LicenseGPL
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("fernote7/rnmethods")
fernote7/rnmethods documentation built on May 16, 2019, 12:50 p.m.