Description Usage Arguments Value References Examples

View source: R/sbmotionGenerator.R

It generates multiple (n) Sampled Brownian Motions - Wiener Process) along with the appropriate time period. The time period goes from 0 up to T (0: time_to_maturity).

1 | ```
sbmotionGenerator(time_to_maturity = 4, seed = 1, scale = 100, n = 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. |

`n` |
Number of samples generated by the function |

`sbmotionGenerator()`

outputs a **list of data.frame**.
Each data.frame in the list contains 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 | ```
# Generate a list of 20 sampled Brownian Motions
sbmotionGenerator(n = 20)
``` |

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