Description Usage Details Value Author(s) References See Also

Function to simulate and plot Jump Diffusion path(s)

1 | ```
JDPaths()
``` |

The user inputs are as follows:

Drift (or mu)

Volatility(or sigma)

Mean of jumps

Std Dev of Jumps

Jump Intensity

Paths

Clicking on the '+' and '-' respectively increases and decreases the values of each of the above inputs.

A graph of Jump Diffusion path(s) showing the parameter values.

S Subramanian <ssubramanian@sssihl.edu.in>

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.