testMertonSimDensity: Verify the empirical density of Merton simulated variates
In shill1729/findistr: Common distributions used in finance
testMertonSimDensity R Documentation
Verify the empirical density of Merton simulated variates
Description
Compares the empirical density of simulated variates against
the exact density per the infinite mixture formula, for Merton log dynamics.
Usage
testMertonSimDensity(n, t, param)
Arguments
n
number of variates to simulate
t
the terminal time-horizon
param
the parameter set defining the jump diffusion dynamics
Value
vector of errors
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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| testMertonSimDensity | R Documentation |
Verify the empirical density of Merton simulated variates
Description
Compares the empirical density of simulated variates against the exact density per the infinite mixture formula, for Merton log dynamics.
Usage
testMertonSimDensity(n, t, param)
Arguments
n |
number of variates to simulate |
t |
the terminal time-horizon |
param |
the parameter set defining the jump diffusion dynamics |
Value
vector of errors
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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