Man pages for piotrek-orlowski/affineModelR
Affine Jump Diffusion Models for R

affineCFandDerivsCharacteristic function, moments, cumulant-generating...
affineModelR-packageAffine Jump Diffusion Models for R
affineSimulateThis function simulates paths from a stochastic volatility...
expNormJumpTransformnon-vectorized jumpTransform of the DPS exponential-normal...
fdCoefficientsFinite difference coefficients.
jumpDiffODEsODE solver for jump diffusion models.
makePositiveDefiniteMake Positive Definite
ODEstructsODE specification structures
ODEstructsForSimCalculate vectors and matrices for propagation equations in a...
parallelWrapperParallelisation with external pointers
solveExtendedODEC++ extended ODE solve wraper
solveODEC++ extended ODE solve wraper
piotrek-orlowski/affineModelR documentation built on June 21, 2017, 6:23 a.m.