| Class | Description |
|---|---|
| ARMAGARCH |
Log-normal process with ARMAGARCH(1,1) volatility.
|
| DisplacedLognormal |
Displaced log-normal process with constanst volatility.
|
| DisplacedLognormalARMAGARCH |
Displaced log-normal process with ARMAGARCH(1,1) volatility.
|
| DisplacedLognormalGARCH |
Displaced log-normal process with GARCH(1,1) volatility.
|
| DisplacedLognormalGJRGARCH |
Displaced log-normal process with GJR-GARCH(1,1) volatility.
|
| GARCH |
Log-normal process with GARCH(1,1) volatility.
|
| SimpleHistroricalSimulation |
Implementation of standard historical simulation.
|
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