ecld.mu_D

object

logical, if true (default), stop when the result is NaN or infinite.

validate


The analytic solutions for risk-neutral drift. If analytic form doesn't
exist, it uses integral of unit distribution. This is different from
<code>ecld.mgf</code> where series summation is used.


option-pricing

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.mu_D: mu_D of ecld

Description

Usage

Arguments

Value

Examples