ajdmom.mdl_1fsvj.mom

Moments for One-Factor SV with jumps

Functions

dm(l, par, wrt)

Partial derivative of moment w.r.t.

dpoly(poly, wrt)

Partial derivative of central moment w.r.t.

m(l, par)

Moment in scalar

moment_y(l)

Moment of \(y_n\) of order \(l\)

poly2num(poly, par)

Decode poly back to scalar