Files in piotrek-orlowski/impliedCF
Implied Characteristic Functions: power-divergence option portfolios. Magic.
.gitignore
DESCRIPTION
NAMESPACE
R/constMatiGFT.R
R/hedgedRetRCov.R
R/hedgedReturns.R
R/iGFTinterpolate.R
R/impliedDivergencesWrapper.R
R/interpolateAndSavePanels.R
R/linModWrapper.R
R/noArbPrices.R
R/noArbitragePanel.R
R/optionPanelInterpolate.R
R/panelsToList.R
R/surfaceImpliedGFT.R
R/tpsImpliedCF.R
R/tpsImpliedDivergence.R
R/tpsImpliedGFT.R
R/tpsSmoother.R
R/tpsSmoother_asymptotic.R
inst/tests/test-VIXtrapezoid.R
inst/tests/test-iGFT.R
man/constMatiGFT.Rd
man/hedgedRetRCov.Rd
man/hedgedReturns.Rd
man/iGFTinterpolate.Rd
man/impliedDivergencesWrapper.Rd
man/linModWrapper.Rd
man/noArbPrices.Rd
man/noArbitrageOptionCheck.Rd
man/optionPanelInterpolate.Rd
man/panelSmoother.Rd
man/panelsToList.Rd
man/saveInterpolatedPanels.Rd
man/surfaceImpliedGFT.Rd
man/tpsImpliedCF.Rd
man/tpsImpliedDivergence.Rd
man/tpsImpliedGFT.Rd
runfiles/test.noArb.R
tests/run-all.R
