exactinformationmatrix: Compute the exact information matrix of GBM

Description Usage Arguments Examples

View source: R/BlackScholes.R

Description

Compute the exact information matrix of GBM

Usage

1
exactinformationmatrix(x, del, param)

Arguments

x

Observation of the state variable at time t

del

The time step between the current and previous observation

param

The parameter 2-vector (mu,sigma)

Examples

1
exactinformationmatrix(c(0.1,0.2,0.3,0.4,0.5,0.6),0.1,c(0.1,0.2))

mfrdixon/MLEMVD documentation built on May 1, 2018, 11:38 p.m.