StNormChf

The Characteristic Function of Standard Normal Distribution

Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).

Wei Ling

RMOPI

Risk Management and Optimization for Portfolio Investment

Yang Liu

StNormChf function

<dl><dt>u</dt>
<dd>observation</dd></dl>

Arguments

The Characteristic Function of Standard Normal Distribution — StNormChf

<dl>

<dt>u</dt>
<dd>observation</dd>

</dl>

StNormChf: The Characteristic Function of Standard Normal Distribution

Description

Usage

Value

Arguments

Examples