Specification

Create SDE models

Functions

sde Create SDE model from user-specified functions
sdeddo Create sdeddo model from Drift and Diffusion objects
sdeld Construct stochastic differential equation from linear drift-rate models
sdemrd Construct stochastic differential equation from mean-reverting drift-rate models
bm Brownian motion models
cev Construct constant elasticity of variance models (objects of class CEV)
cir Cox-Ingersoll-Ross mean-reverting square root diffusion models
gbm Create GBM model
heston Create Heston model
hwv Create HWV model
drift Construct drift-rate model components
diffusion Construct diffusion-rate model components
ts2func Convert time series arrays to functions of time and state
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