ecd.estimate_const

object

<p>This is an internal helper function for ecd constructor
Its main function is to estimate <code>const</code> using analytical formula,
without any dependency on statistics and numerical integration.</p>

Constructor

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.

ecd.estimate_const: Estimate the normalization constant for an ecd object

Description

Usage

Arguments

Value

Examples