frmqa

R package frmqa: A package for quantitative analysis and financial risk management. A collection of R and C++ functions to work with the generalized hyperbolic distribution, related distributions and their applications in financial risk management and quantitative analysis.

References in zbMATH (referenced in 1 article )

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  1. Tran, Thanh T.; Yee, Thomas W.; Tee, Garry J.: Formulae for the extended Laplace integral and their statistical applications (2014)