35 lines
787 B
R
35 lines
787 B
R
\name{pnormapproxEsscherLM}
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\alias{pnormapproxEsscherLM}
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\title{Normal approximation of the distribution function of the
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Esscher transform of a Laplace Motion}
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\usage{
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pnormapproxEsscherLM(x, param, hEsscher = 0, eval.time = 1, type = "mu",
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log = FALSE, start = 0)
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}
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\arguments{
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\item{x}{vector of quantiles}
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\item{param}{Parameter vector}
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\item{hEsscher}{Esscher transform parameter}
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\item{eval.time}{Time of the process}
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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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\item{start}{Starting value of the process}
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}
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\value{
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Normal distribution function approximation
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}
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\description{
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Normal approximation of the distribution function of the
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Esscher transform of a Laplace Motion
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}
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\author{
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Francois Pelletier
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}
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