ecld.y_slope: Analytic solution for the slope of y(x) in lambda...
In ecd: Elliptic Lambda Distribution and Option Pricing Model
ecld.y_slope R Documentation
Analytic solution for the slope of y(x) in lambda distribution
Description
Analytic solution for the slope of y(x) if available.
ecld.y_slope_trunc calculates the MGF truncation point where
dy/dx+t=1. SGED is supported.
Usage
ecld.y_slope(object, x)
ecld.y_slope_trunc(object, t = 1)
Arguments
object
an object of ecld class
x
a vector of x values
t
numeric, for MGF truncation
Value
numeric
Author(s)
Stephen H-T. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1)
x <- seq(-0.1, 0.1, by=0.01)
ecld.y_slope(ld,x)
ecld.y_slope_trunc(ld)
ecd documentation built on May 10, 2022, 1:07 a.m.
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| ecld.y_slope | R Documentation |
Analytic solution for the slope of y(x) in lambda distribution
Description
Analytic solution for the slope of y(x) if available. ecld.y_slope_trunc calculates the MGF truncation point where dy/dx+t=1. SGED is supported.
Usage
ecld.y_slope(object, x) ecld.y_slope_trunc(object, t = 1)
Arguments
object |
an object of ecld class |
x |
a vector of x values |
t |
numeric, for MGF truncation |
Value
numeric
Author(s)
Stephen H-T. Lihn
Examples
ld <- ecld(sigma=0.01*ecd.mp1) x <- seq(-0.1, 0.1, by=0.01) ecld.y_slope(ld,x) ecld.y_slope_trunc(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.
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