sld-class

The <code>sld</code> class serves as an object-oriented interface for the stable lambda distribution.
The <code>sld</code> prefix is also used as the namespace for the related analytic formulae
derived in stable lambda distribution.

ecld

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

sld-class function

<dl class="dl-horizontal">
<dt><code>call</code></dt><dd>the match.call slot</dd></dl><dt><code>t</code></dt><dd>numeric</dd><dt><code>nu0</code></dt><dd>numeric</dd><dt><code>theta</code></dt><dd>numeric</dd><dt><code>convo</code></dt><dd>numeric</dd><dt><code>beta.a</code></dt><dd>numeric</dd><dt><code>mu</code></dt><dd>numeric</dd><dt><code>lambda</code></dt><dd>numeric, this is default to 4.</dd>

sld-class: An S4 class to represent the stable lambda distribution

Description

Arguments

Slots

Details

References

See Also