中文说明:密度没有解析表示可用的模型我们或者用近似公式或基于傅里叶变换的方法。我们研究改变模型参数的影响。这说明了从章节 2 和 3 段金融模型 — — 这本书理论、 实施和实践的主题。我们为每个模型的建立提供脚本和情节的密度。
English Description:
For models where no analytic representation of the density is available we either use approximation formulae or methods based on fourier transform.We study the effects of changing the model parameters. This illustrates the topics from chapters 2 and 3 of the book Financial Modelling - Theory, Implementation and Practice.We provide scripts for testin each model and plot the densities.