BlackScholes | Title |
GenerateGaussLaguerreR | Generate Gauss-Laguerre Quadrature in R |
GenerateGaussLegendre | Generate Gauss-Legendre Quadrature in R |
HestonPriceMP | Title |
HestonProb | Real Part from Heston Integrand |
MCCentral | Title |
MCForward | Title |
MidPoint | Mid-point Rule for Integration |
SimDGBM | Multiple Paths Stock Price Simulation for Geometric Brownian... |
SimGBM | Single Path Stock Price Simulation for Geometric Brownian... |
SimTGBM | Multiple Paths Terminal Stock Price Simulation for Geometric... |
Trapz | Trapezoidal Rule for Integration |
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