jump_entropy_term: Title
In shill1729/KellyCriterion: Log-optimal stock allocation
Description
Usage
Arguments
Value
Description
Title
Usage
1
jump_entropy_term(a, m, r, v, lambda, distr, jump_param)
Arguments
a
fraction input
m
drift rate
r
bond rate
v
volatility
lambda
mean number of jumps per year
distr
distribution of jump sizes
jump_param
parameters for distribution
Value
numeric
shill1729/KellyCriterion documentation built on Oct. 12, 2020, 4:21 a.m.
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Description Usage Arguments Value
Description
Title
Usage
1 | jump_entropy_term(a, m, r, v, lambda, distr, jump_param)
|
Arguments
a |
fraction input |
m |
drift rate |
r |
bond rate |
v |
volatility |
lambda |
mean number of jumps per year |
distr |
distribution of jump sizes |
jump_param |
parameters for distribution |
Value
numeric
R Package Documentation
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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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