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 <[email protected]>
LicenseGPL
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("fernote7/rnmethods")
fernote7/rnmethods documentation built on Sept. 25, 2017, 12:02 p.m.