ecd (version 0.9.2.4)

ecld.mu_D: mu_D of ecld

Description

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

Usage

ecld.mu_D(object, validate = TRUE)
ecld.mu_D_quartic(object)
ecld.mu_D_by_sum(object)
ecld.mu_D_integrate(object, validate = TRUE)

Arguments

object

an object of ecld class

validate

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

Value

numeric

Examples

# NOT RUN {
ld <- ecld(sigma=0.01*ecd.mp1)
ecld.mu_D(ld)
# }