history.ecdb

history

history,ecdb-method

object

<p>List of unique history reflecting the bootstrap activities.</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

history.ecdb function

List of history in the Elliptic DB — history.ecdb

List of history in the Elliptic DB

history.ecdb: List of history in the Elliptic DB

Description

Usage

Arguments

Value