ecd: Elliptic Distribution and Lambda Option Pricing Model
Version 0.8.3

An implementation of the univariate elliptic distribution, and lambda option pricing model. It provides detailed functionality and data sets for the distribution and modelling. Especially, it contains functions for the computation of density, probability, quantile, fitting procedures, option prices, volatility smile. It also comes with sample financial data, and plotting routines.

Package details

AuthorStephen H-T. Lihn [aut, cre]
Date of publication2017-01-06 23:30:45
MaintainerStephen H-T. Lihn <>
Package repositoryView on CRAN
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ecd documentation built on May 30, 2017, 5:40 a.m.