Man pages for klausspanderen/RHestonSLV
R Implementation of the Heston Stochastic Local Volatility Model

HestonLocalVolSurfaceClass '"HestonLocalVolSurface"'
HestonProcessClass '"HestonProcess"'
hestonSLVBarrierPricerBarrier Option Pricer for the Heston SLV Model
hestonSLVDoubleNoTouchBarrierPricerDouble No Touch Barrier Option Pricer for the Heston SLV...
HestonSLVFDMModelClass '"HestonSLVFDMModel"'
HestonSLVFDMParamsClass '"HestonSLVFDMParams"'
hestonSLVForwardOptionPricerVanilla Forward Starting Option Pricer for the Heston SLV...
HestonSLVMCModelClass '"HestonSLVMCModel"'
HestonSLVMCParamsClass '"HestonSLVMCParams"'
hestonSLVOptionPricerVanilla Option Pricer for the Heston SLV Model
klausspanderen/RHestonSLV documentation built on Aug. 7, 2017, 1:07 p.m.