From 39761b15851afe2e78d00a78594bb2dbc3a89314 Mon Sep 17 00:00:00 2001 From: franc00018 Date: Sat, 29 Mar 2014 12:05:37 -0400 Subject: [PATCH] =?UTF-8?q?correction=20fonction=20caract=C3=A9ristique=20?= =?UTF-8?q?dans=20Epps?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- R/putEpps.R | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/R/putEpps.R b/R/putEpps.R index 33bf457..7f32033 100644 --- 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