correction fonction caractéristique dans Epps

2014-03-29 12:05:37 -04:00 · 2014-03-29 12:05:37 -04:00 · 39761b1585
commit 39761b1585
parent f4bc938145
1 changed files with 1 additions and 1 deletions
--- a/R/putEpps.R
+++ b/R/putEpps.R
@ -24,7 +24,7 @@ putEpps <- function(strikeprice,char.fn,eval.time,expiry.time,rate,...,int.bound
  zhi <- function(x,char.fn,strikeprice,eval.time,expiry.time,rate,...)
  {
    Re(strikeprice^{-1i*x} * 
-         char.fn(x,strikeprice,eval.time,expiry.time,rate,...) / 
+         char.fn(x,eval.time,expiry.time,...) / 
         (x*(1i+x)))
  }
  # function to integrate with strike price as first parameter