Option Pricing with exponential MixedTS process


[Up] [Top]

Documentation for package ‘PricingMixedTS’ version 1.0.1

Help Pages

PricingMixedTS-package Option Pricing with exponential MixedTS process
DataOpt Options Information available on the markets.
EsscherMartingaleMeasure 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
IncompleteMarket 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
initialize-method 'OptionData': A class for options available in the markets.
MartingaleMeasure 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
OptionData-class 'OptionData': A class for options available in the markets.
OptionPrice 'OptionPrice': Method for Evaluation of a CALL/PUT Option.
OptionPrice,generic 'OptionPrice': Method for Evaluation of a CALL/PUT Option.
OptionPrice-method 'OptionPrice': Method for Evaluation of a CALL/PUT Option.
PricingMeasure 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
PricingMixedTS Option Pricing with exponential MixedTS process
Qparam.MixedTS 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
Qparam.MixedTS,generic 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.
Qparam.MixedTS-method 'Qparam.MixedTS': MixedTS parameters under Esscher Martingale Measure.