bsm_ts: Sample stock ticker simulation
In AnthonyTedde/StockPriceSimulator: Stock Price Simulator
Description
Usage
Arguments
Value
Author(s)
Description
sstock outputs price path for a fully random sampled stock evolution
Usage
1
2
Arguments
initial_stock_price
Stock price at initial step
time_to_maturity
Time upon which measurement is done
seed
Control randmoness
scale
Divided part of a unit. For instance scale of 100 will divide
4 units of time in 100 parts each, that brings to a total time of
400 periods of time measurement.
sigma
Volatility of the stock
alpha
Mean rate of return of the stock
Value
A data.frame containing 2 variables: stock_price_path and the
according time_periods.
Author(s)
Anthony Tedde
AnthonyTedde/StockPriceSimulator documentation built on May 17, 2019, 5:39 p.m.
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Description Usage Arguments Value Author(s)
Description
sstock outputs price path for a fully random sampled stock evolution
Usage
1 2 |
Arguments
initial_stock_price |
Stock price at initial step |
time_to_maturity |
Time upon which measurement is done |
seed |
Control randmoness |
scale |
Divided part of a unit. For instance scale of 100 will divide 4 units of time in 100 parts each, that brings to a total time of 400 periods of time measurement. |
sigma |
Volatility of the stock |
alpha |
Mean rate of return of the stock |
Value
A data.frame containing 2 variables: stock_price_path and the according time_periods.
Author(s)
Anthony Tedde
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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