piotrek-orlowski/divergenceModelR: Divergence pricing and divergence-based affine model estimation
Pricing and estimation algorithms for affine jump diffusion models for divergence contracts (see Schneider and Trojani, ``Divergence and the Price of Uncertainty'')
Getting started
Browse package contents
Package details |
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| Author | Piotr Or{\l}owski, Andr{\'a}s Sali |
| Maintainer | Piotr Or{\l}owski <piotrek.orlowski@gmail.com> |
| License | GPL > 2.0? |
| Version | 0.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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