Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: optstart stocksim

Macro: tgarsim
Description: tgarsim is plotting the difference between option prices by Black/Scholes and using risk neutral, GARCH or Treshold GARCH models

Usage: tgarsim()

Example:
library("finance")
tgarsim()
Result:
a display plotting the three random processes 
, Ref.: Haerdle,Hafner(1996) DP of SFB373

Library: finance
See also: optstart stocksim

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Hafner, Kath, Sperlich 970414
(C) MD*TECH Method and Data Technologies, 28.6.1999