sstock_ito: Stock Price Approximation using Itô
In AnthonyTedde/StockPriceSimulator: Stock Price Simulator
Description
Usage
Value
Author(s)
Description
This function approximates the path of a stock price driven by a unique
Brownian Motion, using the Itô-Doeblin formula for Itô-processes.
Usage
1
2
sstock_ito(initial_stock_price = 50, time_to_maturity = 4, seed = 1,
scale = 100, sigma = 1, alpha = 0)
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 Value Author(s)
Description
This function approximates the path of a stock price driven by a unique Brownian Motion, using the Itô-Doeblin formula for Itô-processes.
Usage
1 2 | sstock_ito(initial_stock_price = 50, time_to_maturity = 4, seed = 1,
scale = 100, sigma = 1, alpha = 0)
|
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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