sstock_return_ito: Stock Price Approximation using Itô

Description Usage Value Author(s)

View source: R/sstock.R

Description

This function approximates the return of a stock price driven by a unique Brownian Motion, using the Itô-Doeblin formula for Itô-processes.

Usage

1
2
sstock_return_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 Aug. 26, 2018, 9:18 a.m.