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.

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Tags: Finance

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Registered: 2015-02-07 13:28
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge