ecld.mu_D: mu_D of ecld
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecld.mu_D R Documentation
mu_D of ecld
Description
The analytic solutions for risk-neutral drift. If analytic form doesn't
exist, it uses integral of unit distribution. This is different from
ecld.mgf where series summation is used.
Usage
ecld.mu_D(object, validate = TRUE)
ecld.mu_D_quartic(object)
ecld.mu_D_by_sum(object)
ecld.mu_D_integrate(object, validate = TRUE)
Arguments
object
an object of ecld class
validate
logical, if true (default), stop when the result is NaN or infinite.
Value
numeric
Author(s)
Stephen H. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1)
ecld.mu_D(ld)
ecd documentation built on May 10, 2022, 1:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| ecld.mu_D | R Documentation |
mu_D of ecld
Description
The analytic solutions for risk-neutral drift. If analytic form doesn't
exist, it uses integral of unit distribution. This is different from
ecld.mgf where series summation is used.
Usage
ecld.mu_D(object, validate = TRUE) ecld.mu_D_quartic(object) ecld.mu_D_by_sum(object) ecld.mu_D_integrate(object, validate = TRUE)
Arguments
object |
an object of ecld class |
validate |
logical, if true (default), stop when the result is NaN or infinite. |
Value
numeric
Author(s)
Stephen H. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1) ecld.mu_D(ld)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.