michaelgordy/basicAffineProcess: Basic Affine Processes
Laplace transforms, simulations, and other routines for working with one-dimensional basic affine processes (BAP) and two important special cases: the Cox-Ingersoll-Ross (CIR) process and the mean-reverting compound Poisson process.
Getting started
Browse package contents
Package details |
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| Author | Michael Gordy |
| Maintainer | Michael Gordy <michaelgordy@yahoo.com> |
| License | GPL-3 |
| Version | 0.1.4 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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