ecld.mgf_diterm

ecld.mgf_term

ecld.mgf_trunc

ecld.mgf_trunc_max_sigma

object

order


<code>ecld.mgf_term</code> and <code>ecld.mgf_diterm</code> are the term and derivative
of the term by order (n) in the summation of MGF.
<code>ecld.mgf_trunc</code> uses <code>ecld.mgf_diterm</code> to locate the truncation
of MGF terms.
<code>ecld.mgf_trunc_max_sigma</code> locates the maximum sigma that keeps MGF finite for each lambda.
SGED is supported.


MOMENT

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.

Stephen Lihn

Elliptic Distribution Based on Elliptic Curves

ecld.mgf_term function

The term structure of ecld symmetric MGF

ecld.mgf_term: The term structure of ecld symmetric MGF

Description

Usage

Arguments

Value

Examples