Man pages for PricingMixedTS
Option Pricing with exponential MixedTS process

DataOptOptions Information available on the markets.
OptionData-class'OptionData': A class for options available in the markets.
OptionPrice'OptionPrice': Method for Evaluation of a CALL/PUT Option.
PricingMixedTS-packageOption Pricing with exponential MixedTS process
Qparam.MixedTS'Qparam.MixedTS': MixedTS parameters under Esscher Martingale...
PricingMixedTS documentation built on May 2, 2019, 5:46 p.m.