cvarGauss: cvarGauss

Description Usage

View source: R/CVaRMultiNTS.R

Description

Calculate the CVaR for the normal distributed market model. Developer's version.

Usage

1
cvarGauss(eta, mu = 0, sigma = 1)

aaron9011/temStaR-v0.814 documentation built on Dec. 24, 2021, 6:16 p.m.