drift_gbm: GBM drift function
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Value
View source: R/drift_coefficients.R
Description
The drift coefficient function for geometric Brownian motion. It is equal to mu(t, X_t)=mu X_t
Usage
1
Arguments
x
spatial-price input
t
temporal input
mu
constant mean drift rate
Value
numeric
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Value
View source: R/drift_coefficients.R
Description
The drift coefficient function for geometric Brownian motion. It is equal to mu(t, X_t)=mu X_t
Usage
1 |
Arguments
x |
spatial-price input |
t |
temporal input |
mu |
constant mean drift rate |
Value
numeric
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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