Description Usage Arguments Value References Examples

It generates a unique Sampled Brownian Motion along with the appropriate time period. The time period goes from 0 up to T (0: time_to_maturity).

1 |

`time_to_maturity` |
Maximum time up to the Brownian Motion evolves |

`seed` |
With same seed, 2 exeriments will(would, in fact not yet the case when the param scale is different) give the same output. It therefore provides reproducibles experiments. |

`scale` |
It defines the time partition between each unit of time. For instance if the scale is 100, the time step [0,1] will be cut in 100 parts. |

`sbmotion()`

outputs a **data.frame** containing the whole
range of time period and the value of the corresponding Brownian Motion at
that time.

[1] Brownian Motion, Stochastic Calculus for Finance, Steven e. Shreve, 2004, pp 93-97

1 2 3 4 5 6 7 8 9 10 | ```
# Generate a 150 steps Brownian Motion
sbmotion(steps = 150)
# Generate a Brownian Motion from time 0 up to 4 with each unit time interval
# cut off in 100 parts [0, 0.01, 0.02, ..., 1, 1.01, 1.02, ..., 4]
bm <- sbmotion(time_to_maturity = 4, scale = 100)
# Use the accessor to get values:
# The following give the value for brownian motion at time 2.01
RandomWalk::get_values(bm, 2.01)
``` |

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