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retrait de dampedcfcallCarrMadan qui était pas dans le bon paquet

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François Pelletier 2014-02-22 13:31:04 -05:00
parent 3ea9baa55d
commit 23984a21df
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man/dampedcfcallCarrMadan.Rd
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\name{dampedcfcallCarrMadan}
\alias{dampedcfcallCarrMadan}
\title{Damped characteristic function of the call option log-price}
\usage{
dampedcfcallCarrMadan(u, char.fn, eval.time, expiry.time, rate, alpha, ...,
moneyness = TRUE)
}
\arguments{
\item{u}{Transform variate}
\item{char.fn}{Characteristic function of the log-price
process}
\item{eval.time}{Evaluation time}
\item{expiry.time}{Expiry time}
\item{rate}{Continuously compounded interest rate (force
of interest)}
\item{alpha}{Damping parameter}
\item{...}{Parameters of the characteristic function}
\item{moneyness}{Boolean for moneyness of call option
(TRUE if strike price is lower than stock price)}
}
\value{
Characteristic function value
}
\description{
Damped characteristic function of the call option log-price
}
\author{
Francois Pelletier
}