lamp.plot_sim4

lamp.plot_sim6

object

<p>Plot the simulation result in standard layout, with 4 or 6 charts
The PDF and log(PDF) histogram of Z, the lambda process.
The log(PDF) histogram of N, the stable count process.
The log(PDF) histogram of B, the binomial random walk process.
The 6-chart plot also includes the asymptotic kurtosis and stdev 
vs the bps of data points dropped in Z.</p>

plot

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.

lamp.plot_sim4: Plot the simulation result in standard layout

Description

Usage

Arguments

Value