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| BBridge | Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
| BM | Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
| cpoint | Volatility change point estimator for diffusion processes |
| DBridge | Simulation of diffusion bridge |
| dcBS | Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
| dcCIR | Conditional law of the Cox-Ingersoll-Ross process |
| dcElerian | Approximated conditional law of a diffusion process by Elerian's method |
| dcEuler | Approximated conditional law of a diffusion process |
| dcKessler | Approximated conditional law of a diffusion process by Kessler's method |
| dcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
| dcOzaki | Approximated conditional law of a diffusion process by Ozaki's method |
| dcShoji | Approximated conditional law of a diffusion process by Shoji-Ozaki method |
| dcSim | Pedersen's Simulated transition density |
| dsCIR | Cox-Ingersoll-Ross process stationary law |
| dsOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
| DWJ | Weekly closings of the Dow-Jones industrial average |
| EULERloglik | Euler approximation of the likelihood |
| GBM | Brownian motion, Brownian Bridge and Geometric Brownian motion simulators |
| gmm | Generalized Method of Moments estimator |
| HPloglik | Ait-Sahalia Hermite polynomial expansion approximation of the likelihood |
| ksdens | Nonparametric invariant density, drift and diffusion coefficient estimation. |
| ksdiff | Nonparametric invariant density, drift and diffusion coefficient estimation. |
| ksdrift | Nonparametric invariant density, drift and diffusion coefficient estimation. |
| linear.mart.ef | Linear martingale estimating function |
| pcBS | Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
| pcCIR | Conditional law of the Cox-Ingersoll-Ross process |
| pcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
| psCIR | Cox-Ingersoll-Ross process stationary law |
| psOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
| qcBS | Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
| qcCIR | Conditional law of the Cox-Ingersoll-Ross process |
| qcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
| qsCIR | Cox-Ingersoll-Ross process stationary law |
| qsOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
| rcBS | Black-Scholes-Merton or Geometric Brownian Motion process conditional law |
| rcCIR | Conditional law of the Cox-Ingersoll-Ross process |
| rcOU | Ornstein-Uhlenbeck or Vasicek process conditional law |
| rsCIR | Cox-Ingersoll-Ross process stationary law |
| rsOU | Ornstein-Uhlenbeck or Vasicek process stationary law |
| sde.sim | Simulation of Stochastic Differential Equation |
| sdeAIC | Akaike's Information Criterion for diffusion processes |
| SIMloglik | Pedersen's approximation of the likelihood |
| simple.ef | Simple estimating function of type I and II |
| simple.ef2 | Simple estimating function based on infinitesimal generator |