levy.dskewed

<p>numeric. Default is 4, the Levy distribution as is generally called.</p>

lambda

<p>Skewed Levy distribution PDF. In our context, "skewed" means "completed asymmetric alpha-stable",
or called "one-sided alpha-stable". And we use lambda = 2/alpha.</p>

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.

levy.dskewed: Skewed Levy distribution in Levy statistics

Description

Usage

Arguments

Value

Examples