| 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 |