R/alphaf.R
In veldanie/SuraStructuredNotes: Sura Asset Management Structured Products
Defines functions
alphaf
alphaf<-function(const, k, theta, sigma, t){
gamma=sqrt(k^2+2*const*sigma^2)
alphaf=-k*theta*((gamma-k)*t+2*log(1-(gamma-k)*(1-exp(-gamma*t))/(2*gamma)))/sigma^2
return(alphaf)
}
veldanie/SuraStructuredNotes documentation built on March 27, 2022, 5:28 p.m.
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Defines functions alphaf
alphaf<-function(const, k, theta, sigma, t){
gamma=sqrt(k^2+2*const*sigma^2)
alphaf=-k*theta*((gamma-k)*t+2*log(1-(gamma-k)*(1-exp(-gamma*t))/(2*gamma)))/sigma^2
return(alphaf)
}
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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