cvarGauss: cvarGauss
In aaron9011/temStaR-v0.90: Tempered Stable Distribution
View source: R/CVaRMultiNTS_old.R
View source: R/CVaRMultiNTS.R
cvarGauss R Documentation
cvarGauss
Description
Calculate the CVaR for the normal distributed market model.
Developer's version.
Usage
cvarGauss(eta, mu = 0, sigma = 1)
aaron9011/temStaR-v0.90 documentation built on June 1, 2025, 4:15 p.m.
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View source: R/CVaRMultiNTS_old.R View source: R/CVaRMultiNTS.R
| cvarGauss | R Documentation |
cvarGauss
Description
Calculate the CVaR for the normal distributed market model. Developer's version.
Usage
cvarGauss(eta, mu = 0, sigma = 1)
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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