ajdmom.mdl_2fsvj.cmom

Module for Central Moments for Two-Factor SV with jumps

Functions

cm(l, par)	Central moment in scalar
cmoment_y(l)	Central moment of \(y_n\) with order \(l\)
dcm(l, par, wrt)	Partial derivative of central moment w.r.t.
dpoly(poly, wrt)	Partial derivative of moment w.r.t.
poly2num(poly, par)	Decode poly back to scalar