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MultiATSM
ImposeStat_Aux
ImposeStat_Aux function
Impose stationary constraint under the risk-neutral measure
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Impose stationary constraint under the risk-neutral measure
ImposeStat_Aux
(
yy
)
Arguments
yy
: numerical vector before imposing stationary constraint
MultiATSM package
Read PDF manual
Maintainer: Rubens Moura
License: GPL-2 | GPL-3
Last published: 2025-03-24
Useful links
https://github.com/rubensmoura87/MultiATSM/issues
https://github.com/rubensmoura87/MultiATSM