Man pages for shill1729/sdes
Stochastic differential equation solver
| meanJumpSize | Compute mean jump size given list of jump-dynamics variables |
| sde | Solve a one-dimensional SDE for arbitrary coefficient... |
| sde_2d | Solve arbitrary first order SDE systems |
| sde_dkou | Simulate a displaced Kou jump diffusion |
| sde_em | Euler-Maruyama solver for Ito SDEs |
| sde_gbm | Simulate a geometric Brownian motion |
| sde_heston | Simulate a Heston stochastic volatility model |
| sde_kou | Simulate a Kou jump diffusion |
| sde_levy | Simulate a sample path of an exponential Ito-Levy process... |
| sde_merton | Simulate a Merton jump diffusion |
| sde_milstein | Milstein method for solving autonomous SDEs |
| sde_mixture | Simulate a log-normal mixture diffusion |
| sde_ou | Simulate an OU process |
| sde_rk2 | Runge-Kutta solver for Ito SDEs |
| sde_system | Solve arbitrary first order SDE systems |
| sde_unijumps | Simulate a uniform jump diffusion |
