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

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

Reference(s):

Usage: tgarsim()

Example:

library("finance")

tgarsim()

Result:

a display plotting the stock price simulation, 

option prices, absolute and relative difference


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, 21.9.2000