PricingMixedTS-package: Option Pricing with exponential MixedTS process
In PricingMixedTS: Option Pricing with exponential MixedTS process
Description
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.
Details
Package: PricingMixedTS
Type: Package
Version: 1.0
Date: 2015-03-17
License: What license is it under?
PricingMixedTS documentation built on May 2, 2019, 5:46 p.m.
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Description
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.
Details
| Package: | PricingMixedTS |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-03-17 |
| License: | What license is it under? |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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