Files in shill1729/findistr

Common distributions used in finance

LICENSE.md R/discrete-time.R R/gbm-family.R R/gbm-fitting.R R/gbm-hitting-times.R R/gpois-family.R R/gpois-test.R R/heston-fitting.R R/kou-family.R R/likelihoodRatioTest.R R/merton-family.R R/merton-fitting.R R/merton-hitting-times.R R/merton-tests.R R/mixture-family.R R/stable.R README.md man/ddkou.Rd man/ddtfm.Rd man/dgbm.Rd man/dgcpp.Rd man/dgmm.Rd man/dgmm1.Rd man/dhit_gbm.Rd man/dhit_merton.Rd man/dkou.Rd man/dmerton.Rd man/dmerton1.Rd man/dmvtnorm.Rd man/dstable.Rd man/ema.Rd man/eta.Rd man/ewmc.Rd man/extract_mixture.Rd man/fitDTFM.Rd man/fitGBM.Rd man/fitGBMs.Rd man/fitHeston.Rd man/fitMixtureDiffusion.Rd man/fitSymmetricMerton.Rd man/fit_ema_gbm.Rd man/hestonLogLikelihood.Rd man/hestonMLE.Rd man/hestonParticleFilter.Rd man/hitmode_gbm.Rd man/likelihood_ratio.Rd man/logLikeGBM.Rd man/logLikeMerton.Rd man/mixture_drift.Rd man/mixture_vol.Rd man/mseGBM.Rd man/mseMerton.Rd man/obs_mean.Rd man/obs_vol.Rd man/pdkou.Rd man/pgbm.Rd man/pgcpp.Rd man/pgmm.Rd man/pgmm1.Rd man/phit_gbm.Rd man/phit_merton.Rd man/pkou.Rd man/pmerton.Rd man/pstable.Rd man/qstable.Rd man/rcornorm.Rd man/rdkou.Rd man/rgbm.Rd man/rgcpp.Rd man/rgmm.Rd man/rkou.Rd man/rmerton.Rd man/rstable.Rd man/stableVAR.Rd man/state_mean.Rd man/state_vol.Rd man/survival_merton.Rd man/testMertonSimDensity.Rd man/trans_den_merton.Rd man/update_ema.Rd man/update_ewmc.Rd