Laplace transforms, simulations, and other routines for working with onedimensional basic affine processes (BAP) and two important special cases: the CoxIngersollRoss (CIR) process and the meanreverting compound Poisson process.
Package details 


Author  Michael Gordy 
Maintainer  Michael Gordy <[email protected]> 
License  GPL3 
Version  0.1.4 
Package repository  View on GitHub 
Installation 
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