Description Usage Arguments Value References Examples

It generates a uniq Sampled Random Walks along with the appropriate time period. The time period goes from 0 up to T (0: time_to_maturity).

1 2 |

`time_to_maturity` |
Number of time_to_maturity of the random walk |

`prob` |
Probability of occurence of head and tail for each step |

`seed` |
With same seed, 2 exeriments will 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. Furthermore this param defines the increment multiplier as well. If the scale is 100, the multiplier which defines the next value will be (+1 / -1) * 1/sqrt(100) |

`srwalk()`

output a data.frame which contains each step of the
time value along with the associated Sampled Random Walk value.

[1] Symmetric Random Walk, Stochastic Calculus for Finance, Steven e. Shreve, 2004, pp 83-84

1 2 | ```
# Generate a 150 steps symmetric random walk
srwalk(steps = 150)
``` |

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