\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 }