Forum: NMOF 0.21-0 on R-Forge
Posted by: Enrico Schumann
Content: from the NEWS file:v0.21-0 (2011-11-08) o added function 'callCF' as a wrapper for pricing European calls with the characteristic function; characteristic functions for BSM, Merton, Bates, Heston and Variance-Gamma were also added o when 'algo$q' in 'TAopt' is zero, all thresholds are set to zero o code examples in subdirectory 'NMOFex' updated o CITATION file now points to the book's homepage http://nmof.net |
Latest NewsLatest NMOF releasesEnrico Schumann - 2014-01-06 14:51 -
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