[−][src]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. |