| exacthessian | Compute the exact Hessian of GBM |
| exactinformationmatrix | Compute the exact information matrix of GBM |
| exactloglik | Compute the exact log likelihood estimate of GBM |
| exactscore | Compute the exact score of GBM |
| getChain | Load the option chain from a csv file into a dataframe |
| getImpliedVolatility | Approximate the implied volatility of a derivative using the... |
| HestonCOS | Approximate the price of a derivative using the Heston model... |
| HestonVega | Approximate the vega of a derivative using the Heston model... |
| logdensity2info | Compute the information matrix = Sum_i=1^n Score_i' Score_i |
| logdensity2loglik | Compute the log likelihood function of the diffusion model |
| mle | Entry point for the maximum likelihood estimation |
| ModelB1 | Compute the maximum likelihood estimate of Model B1 |
| ModelB11 | Compute the maximum likelihood estimate of Model B11 |
| ModelB2 | Compute the maximum likelihood estimate of Model B2 |
| ModelB3 | Compute the maximum likelihood estimate of Model B3 |
| ModelB4 | Compute the maximum likelihood estimate of Model B4 |
| ModelB6 | Compute the maximum likelihood estimate of Model B6 |
| ModelHeston | Compute the maximum likelihood estimate of the Heston model |
| ModelU1 | Compute the maximum likelihood estimate of Model U1 |
| ModelU10 | Compute the maximum likelihood estimate of Model U10 |
| ModelU11 | Compute the maximum likelihood estimate of Model U11 |
| ModelU12 | Compute the maximum likelihood estimate of Model U12 |
| ModelU13 | Compute the maximum likelihood estimate of Model U13 |
| ModelU2 | Compute the maximum likelihood estimate of Model U2 |
| ModelU3 | Compute the maximum likelihood estimate of Model U3 |
| ModelU4 | Compute the maximum likelihood estimate of Model U4 |
| ModelU5 | Compute the maximum likelihood estimate of Model U5 |
| ModelU6 | Compute the maximum likelihood estimate of Model U6 |
| ModelU7 | Compute the maximum likelihood estimate of Model U7 |
| ModelU8 | Compute the maximum likelihood estimate of Model U8 |
| ModelU9 | Compute the maximum likelihood estimate of Model U9 |
| summary | Compute the summary information of the maximum likelihood... |
