Description Usage Arguments Examples
Compute the exact score of GBM
1 | exactscore(x, del, param)
|
x |
Observation of the state variable at time t |
del |
The time step between the current and previous observation |
param |
The parameter 2-vector (mu,sigma) |
1 | exactscore(c(0.1,0.2,0.3,0.4,0.5,0.6),0.1,c(0.1,0.2))
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