ajdmom.ito_cond2_mom.recursive_IEII

ajdmom.ito_cond2_mom.recursive_IEII(n1, n2, n3, IEII)[source]

Recursive step in equation (1)

Parameters:

  • n1 (int) – power of \(I\!E_s\) in the integrand.

  • n2 (int) – power of \(I_s\) in the integrand.

  • n3 (int) – power of \(I_s^{*}\) in the integrand.

  • IEII (dict) – a dict of joint conditional moments of \(I\!E_sI_sI_s^{*}\), with key (n1, n2, n3) and value Poly object with attribute keyfor = (‘e^{kt}’,’t’,’k^{-}’,’v0-theta’,’theta’,’sigma’,’l_{1:n}’,’o_{1:n}’).

Returns:

poly with the same keyfor of that of in IEII

Return type:

Poly