PooksoftAssetModelingKit.jl
  • Introduction
  • Quick Start
  • Data
    • Estimating returns and volatility
  • Stochastic models
    • Monte Carlo Geometric Brownian Motion (MC-GBM)
    • Stochastic Differential Equation (SDE) models
      • Methods
  • Lattice models
    • Binomial lattice models
    • Ternary lattice models
Version
  • Stochastic models
  • Stochastic Differential Equation (SDE) models
  • Stochastic Differential Equation (SDE) models
Edit on GitHub

Stochastic Differential Equation (SDE) models

Methods

PooksoftAssetModelingKit.evaluate — Function
evaulate(model::PSGeometricBrownianMotionModelParameters)

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
evaulate(model::PSHestonAssetPricingModelParameters)

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
« Monte Carlo Geometric Brownian Motion (MC-GBM)Binomial lattice models »

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