cf_wiener: Brownian motion
In pedroguarderas/CFINI: Computational finance routines
cf_wiener R Documentation
Brownian motion
Description
Simulate d-dimensional Browninan motion
Usage
cf_wiener(d, t)
Arguments
d
Dimension
t
Time grid
Value
List with solution parameters
Note
Diffusion solver for pricing options
Author(s)
Pedro Guarderas
pedro.felipe.guarderas@gmail.com
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.
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| cf_wiener | R Documentation |
Brownian motion
Description
Simulate d-dimensional Browninan motion
Usage
cf_wiener(d, t)
Arguments
d |
Dimension |
t |
Time grid |
Value
List with solution parameters
Note
Diffusion solver for pricing options
Author(s)
Pedro Guarderas pedro.felipe.guarderas@gmail.com
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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