This toolbox allows its user to compute prices for contracts paying powers of an asset's log return from observed put and call options for that asset. Furthermore, as a proof of concept and for checking the accuracy of approximation, a second set of functions is included, allowing moment elicitation from a volatility smile interpolation function.
This toolbox is based on the paper
Bakshi/Kapadia/Madan (2003) "Stock return characteristics, skew laws, and the differential pricing of individual equity options" of Bakshi/Kapadia/Madan, Review of Financial Studies