PricingMixedTS: Project Home – R-Forge
Project description
This package provides several routines for option pricing under the assumption that the underlying asset price is an exponential Mixed Tempered Stable process. Routines for special cases of the MixedTS (example Variance Gamma) are also available. Project Information
This project has not yet categorized itself in the Trove Software Map Registered: 2015-02-07 13:28 Activity Ranking: 0 View project Statistics View list of RSS feeds available for this project. Public Tools
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