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PricingMixedTS: Option Pricing with exponential MixedTS process
The package provides several routines for option pricing with general Levy process. Specific methods are available when the underlying asset prices is an exponential MixedTS process.
Getting started
Browse package contents
Package details |
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| Author | Lorenzo Mercuri, Edit Rroji |
| Maintainer | Lorenzo Mercuri <lorenzo.mercuri@unimi.it> |
| License | GPL (>= 2) |
| Version | 1.0.2 |
| Package repository | View on R-Forge |
| Installation |
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