SPrice | R Documentation |
SPrice
is a function to simulate multiple stock prices with specific characteristics.
SPrice(s, k, v, r, tt, d, m, numsim)
s |
underlying |
k |
strike |
v |
volatility |
r |
riskFreeRate |
tt |
maturity |
d |
dividendYield |
m |
nbr of price change simulated |
numsim |
nbr of paths simulated |
the output is a matrix where each row is a different stock (1:numsim), and each column is another time point (1:m).
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