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. |