search for: centrallapserate

...Dim ) # vector of risk free rate RiskRate <- rep(0.06, InputDim ) # vector of risk free rate ################   lapse param begin : LapseType <- rep("linear" , InputDim ) # type of the function used to calculate lapse rate= "power", "logistic", "linear" CentralLapseRate <- rep(0.13 , InputDim ) # lapse rate for price factor = 1 ElasticityLeft  <- rep( 10, InputDim ) # left elasticity for price factor = 1 ElasticityRight  <- rep(10, InputDim ) # right elasticity for price factor = 1 WindowLeft <-  rep( 1 , InputDim ) # friction window price factor left...