ecd.y0_isomorphic

theta

object


This utility can be called two ways: 
(a) specify R and theta; (b) provide the ecd object.
But not at the same time.


Solve

An implementation of the univariate elliptic distribution
and elliptic option pricing model. It provides detailed functionality
and data sets for the distribution and modelling.
Especially, it contains functions for the computation of
density, probability, quantile, fitting procedures, option prices,
volatility smile. It also comes with sample financial data, and plotting routines.

ecd.y0_isomorphic: The analytic solution of $y(0)$ via isomorphic mapping.

Description

Usage

Arguments

Value

Examples