提取密度函数(风险中性)

时间:2015-12-21 18:25:58

标签: r

我使用R来计算期权价格隐含的风险中性概率。我使用函数'extract.shimko.density'(“RND”包),但在执行函数时出现以下错误:

Error in uniroot(f, lower = lower, upper = upper, maxiter = 5000) :
f() values at end points not of opposite sign 

另外:

Warning messages: 1: In if (is.na(f.lower)) stop("f.lower = f(lower) is NA") :   
the condition has length > 1 and only the first element will be used 2: 
In if (is.na(f.upper)) stop("f.upper = f(upper) is NA") :   
the condition has length > 1 and only the first element will be used. 

有人可以帮忙吗?

0 个答案:

没有答案