API for mociepa/ShortfallRiskHedging
Shortfall Risk Hedging for european option
| Global functions | |
|---|---|
| Bisection_method | Man page Source code |
| Bisection_method_MC | Man page Source code |
| Eta | Man page Source code |
| Eta_call_price | Man page Source code |
| Eta_put_price | Man page Source code |
| False_position_method | Man page Source code |
| Shortfall_risk | Man page Source code |
| Xi_call_price | Man page Source code |
| Xi_call_price_concave | Man page Source code |
| Xi_call_price_convex | Man page Source code |
| Xi_call_price_explicit | Man page Source code |
| Xi_call_price_linear | Man page Source code |
| Xi_put_price | Man page Source code |
| Xi_put_price_concave | Man page Source code |
| Xi_put_price_convex | Man page Source code |
| Xi_put_price_explicit | Man page Source code |
| Xi_put_price_linear | Man page Source code |
| binary_call_payoff | Man page Source code |
| binary_put_payoff | Man page Source code |
| calculate_option_value | Man page Source code |
| calculate_payoffs | Man page Source code |
| call_Newton_concave | Man page Source code |
| call_Newton_convex | Man page Source code |
| call_const | Man page Source code |
| call_finding_concave | Man page Source code |
| call_finding_convex | Man page Source code |
| call_finding_linear | Man page Source code |
| call_finding_modified | Man page Source code |
| call_payoff | Man page Source code |
| call_price | Man page Source code |
| call_price_concave | Man page Source code |
| call_price_convex | Man page Source code |
| call_price_explicit | Man page Source code |
| call_price_linear | Man page Source code |
| d1 | Man page Source code |
| d2 | Man page Source code |
| delta_finite_difference | Man page Source code |
| finding_parameters | Man page Source code |
| finite_difference_explicit | Man page Source code |
| generate_scenarios | Man page Source code |
| linear_interpolation | Man page Source code |
| losses | Man page Source code |
| matrix_eta | Man page Source code |
| matrix_interpolation | Man page Source code |
| option_concave_payoff | Man page Source code |
| option_convex_payoff | Man page Source code |
| option_linear_payoff | Man page Source code |
| option_modificate_payoff | Man page Source code |
| portfolio_valuation | Man page Source code |
| put_Newton_concave | Man page Source code |
| put_Newton_convex | Man page Source code |
| put_const | Man page Source code |
| put_finding_concave | Man page Source code |
| put_finding_convex | Man page Source code |
| put_finding_linear | Man page Source code |
| put_finding_modified | Man page Source code |
| put_payoff | Man page Source code |
| put_price | Man page Source code |
| put_price_concave | Man page Source code |
| put_price_convex | Man page Source code |
| put_price_explicit | Man page Source code |
| put_price_linear | Man page Source code |
