mgfkou: Moment generating function for Displaced Kou distribution
In shill1729/KellyCriterion: Log-optimal stock allocation
Description
Usage
Arguments
Value
Description
Moment generating function for Displaced Kou distribution
Usage
1
Arguments
t
mgf argument
prob
probability of mixtures
alpha
mean jump size up
beta
mean jump size down
Value
numeric
shill1729/KellyCriterion documentation built on Oct. 12, 2020, 4:21 a.m.
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Description Usage Arguments Value
Description
Moment generating function for Displaced Kou distribution
Usage
1 |
Arguments
t |
mgf argument |
prob |
probability of mixtures |
alpha |
mean jump size up |
beta |
mean jump size down |
Value
numeric
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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