Building Blocks API¶
Class Poly, a customized dictionary, derived from |
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Itô process moments under Single Square-Root Diffusion Process |
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Itô process moments under Superposition of Two Square-Root Diffusion Processes |
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Itô process conditional moments under Square-Root Jump Diffusion (SRJD), with condition on the initial state and the realized jumps over the interval. |
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Moments of a Compound Poisson Process variable |
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Utilities for combination and normal distribution |