CES Third Deriv Value

Documentation

Lean 4 Proof

def cesThirdDerivValue (J : ℕ) (ρ c : ℝ) : ℝ :=
  curvatureK J ρ / (↑J ^ 2 * c ^ 2) * ((2 * ↑J - 1) - ρ * (↑J - 2))

Dependency Graph

Module Section

Further properties of CES curvature (Paper 1, Section 9):