Module cf_functions::gauss

Functions

gauss_cf	Returns Gaussian characteristic function
gauss_log_cf	Returns log of Gaussian characteristic function
gauss_log_cf_cmp	Returns log of Gaussian characteristic function with complex mu
heston_cf	Returns Heston model log CF. Heston is simply a time changed gaussian model.
heston_log_cf	Returns Heston model log CF. Heston is simply a time changed gaussian model.