BrownianBridgeMinimum | Distribution of the Minimum of a Brownian Bridge |
calcBMProbability | Calculates probabilities for the Arithmetic Brownian Motion |
calcGBMProbability | Calculates probabilities for the Geometric Brownian Motion |
calcRedemptionProbabilities | Redemption Probabilities for Express Certificates |
ExpressCertificate.Classic | Analytical and numerical pricing of Classic Express... |
GeometricBrownianMotion | Simulate paths from a Arithmetic or Geometric Brownian Motion |
getRedemptionTime | Redemption times |
MonteCarlo.ExpressCertificate.Classic | Monte Carlo valuation of Classic Express Certificates |
payoffExpress | Defining payoff functions for Express Certificates |
print.express.certificate | Print method for express certificates |
simPricesAndMinimumFromGBM | Simulation of the joint finite-dimensional distribution of... |
simPricesAndMinimumFromTruncatedGBM | Simulation of the joint finite-dimensional distribution of a... |
SimulateExpressCertificate | Monte Carlo Valuation of Express Certificates |
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