A collection and description of special mathematical functions which compute the confluent hypergeometric and related functions. For example, these functions are required to valuate Asian Options based on the theory of exponential Brownian motion.
● Data Source:
CranContrib
● Keywords: math
● Alias: HypergeometricFunctions
●
0 images
A collection and description of special mathematical functions. The functions include the error function, the Psi function, the incomplete Gamma function, the Gamma function for complex argument, and the Pochhammer symbol. The Gamma function the logarithm of the Gamma function, their first four derivatives, and the Beta function and the logarithm of the Beta function are part of R's base package. For example, these functions are required to valuate Asian Options based on the theory of exponential Brownian motion.
● Data Source:
CranContrib
● Keywords: math
● Alias: GammaFunctions
●
0 images
A collection and description of distributions and related functions which are useful in the theory of exponential Brownian motion and Asian option valuation. The functions compute densities and probabilities for the log-Normal distribution, the Gamma distribution, the Reciprocal-Gamma distribution, and the Johnson Type-I distribution. Functions are made available for the compution of moments including the Normal, the log-Normal, the Reciprocal-Gamma, and the Asian-Option Density. In addition a function is given to compute numerically first and second derivatives of a given function.
● Data Source:
CranContrib
● Keywords: math
● Alias: EBMDistribution
●
0 images
A collection and description of special mathematical functions which compute the modified Bessel functions of integer order of the first and second kind as well as their derivatives.
● Data Source:
CranContrib
● Keywords: math
● Alias: BesselFunctions
●
0 images
providing 
.