ajdmom.mdl_1fsvj.cmom

Central Moments for One-Factor SV with jumps

Functions

cm(l, par)

Central moment in scalar

cmoment_y(l)

Central moment of \(y_n\) of order \(l\)

dcm(l, par, wrt)

Partial derivative of central moment w.r.t.

dpoly(poly, wrt)

Partial derivative of central moment w.r.t.

poly2num(poly, par)

Decode poly back to scalar