SPrice: Simulate multiple stock prices

SPriceR Documentation

Simulate multiple stock prices

Description

SPrice is a function to simulate multiple stock prices with specific characteristics.

Usage

SPrice(s, k, v, r, tt, d, m, numsim)

Arguments

s

underlying

k

strike

v

volatility

r

riskFreeRate

tt

maturity

d

dividendYield

m

nbr of price change simulated

numsim

nbr of paths simulated

Value

the output is a matrix where each row is a different stock (1:numsim), and each column is another time point (1:m).


PierreNGM/RCBBarrierOptionPricing documentation built on April 19, 2022, 12:03 a.m.