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() |
library("finance") tgarsim()
a display plotting the three random processes , Ref.: Haerdle,Hafner(1996) DP of SFB373
Library: | finance |
See also: | optstart stocksim |