27 lines
522 B
Text
27 lines
522 B
Text
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\name{riskneutralparGAL}
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\alias{riskneutralparGAL}
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\title{Risk neutral conversion of parameters of GAL distirbution}
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\usage{
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riskneutralparGAL(param, riskfree, type = "mu", log = FALSE)
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}
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\arguments{
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\item{param}{Parameter vector}
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\item{riskfree}{Risk-free rate}
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\item{type}{Choose between "mu" or "kappa"
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parametrization}
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\item{log}{Logical for log-parameters}
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}
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\value{
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Risk neutral parameter vector
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}
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\description{
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Risk neutral conversion of parameters of GAL distirbution
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}
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\author{
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Francois Pelletier
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}
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