bootstrap.ecdb

bootstrap

bootstrap,ecdb-method

object

action

<p>logical, if <code>TRUE</code> (default), skip if action already done in history.</p>

skip.existing

<p>Main interface to generate data for ECDB based on the configuration.</p>

ecdb

Elliptic lambda distribution and lambda option pricing model
have been evolved into a framework of
stable-law inspired distributions,
such as the extended stable lambda distribution for asset return,
stable count distribution for volatility,
and Lihn-Laplace process as a leptokurtic extension of Wiener process.
This package contains functions for the computation of
density, probability, quantile, random variable, fitting procedures,
option prices, volatility smile. It also comes with sample financial data,
and plotting routines.

Stephen Lihn

Elliptic Lambda Distribution and Option Pricing Model

bootstrap.ecdb function

Bootstrap data for the Elliptic DB (ECDB) — bootstrap.ecdb

Bootstrap data for the Elliptic DB (ECDB)

bootstrap.ecdb: Bootstrap data for the Elliptic DB (ECDB)

Description

Usage

Arguments

Value