ecd (0.8.3)

0 users

Elliptic Distribution and Lambda Option Pricing Model.

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2707810
http://cran.r-project.org/web/packages/ecd

An implementation of the univariate elliptic distribution, and lambda option pricing model. It provides detailed functionality and data sets for the distribution and modelling. Especially, it contains functions for the computation of density, probability, quantile, fitting procedures, option prices, volatility smile. It also comes with sample financial data, and plotting routines.

Maintainer: Stephen Horng-Twu Lihn
Author(s): Stephen H-T. Lihn [aut, cre]

License: Artistic-2.0

Uses: digest, gsl, moments, optimx, polynom, Rmpfr, RSQLite, xts, yaml, zoo, fOptions, ghyp, shape, testthat, roxygen2, knitr

Released 2 months ago.


2 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of ecd yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for ecd on google, google scholar, r-help, r-devel.

Visit ecd on R Graphical Manual.