BBridge |
Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
BM |
Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
dcBS |
Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
dcCIR |
Conditional law of the Cox-Ingersoll-Ross process |
dcElerian |
Approximated conditional laws of a diffusion process |
dcEuler |
Approximated conditional laws of a diffusion process |
dcKessler |
Approximated conditional laws of a diffusion process |
dcOU |
Ornstein-Uhlenbeck or Vasicek process conditional law |
dcOzaki |
Approximated conditional laws of a diffusion process |
dcShoji |
Approximated conditional laws of a diffusion process |
dsCIR |
Cox-Ingersoll-Ross process stationary law |
dsOU |
Ornstein-Uhlenbeck or Vasicek process stationary law |
GBM |
Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
pcBS |
Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
pcCIR |
Conditional law of the Cox-Ingersoll-Ross process |
pcOU |
Ornstein-Uhlenbeck or Vasicek process conditional law |
psCIR |
Cox-Ingersoll-Ross process stationary law |
psOU |
Ornstein-Uhlenbeck or Vasicek process stationary law |
qcBS |
Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
qcCIR |
Conditional law of the Cox-Ingersoll-Ross process |
qcOU |
Ornstein-Uhlenbeck or Vasicek process conditional law |
qsCIR |
Cox-Ingersoll-Ross process stationary law |
qsOU |
Ornstein-Uhlenbeck or Vasicek process stationary law |
rcBS |
Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
rcCIR |
Conditional law of the Cox-Ingersoll-Ross process |
rcOU |
Ornstein-Uhlenbeck or Vasicek process conditional law |
rsCIR |
Cox-Ingersoll-Ross process stationary law |
rsOU |
Ornstein-Uhlenbeck or Vasicek process stationary law |
sde.sim |
Simulation of Stochastic Differential Equation |