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.

AuthorLorenzo Mercuri, Edit Rroji
Date of publication2016-03-09 20:14:32
MaintainerLorenzo Mercuri <lorenzo.mercuri@unimi.it>
LicenseGPL (>= 2)
Version1.0.2

View on R-Forge

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.