ecld.const

object


The normalization constant $C$. SGED is supported.


ecld

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.

ecld.const: Analytic solution of the normalization constant for lambda distribution

Description

Usage

Arguments

Value

Examples