hitmode_gbm: The mode of the hitting time to a price level for a GBM
In shill1729/findistr: Common distributions used in finance

hitmode_gbm

R Documentation

The mode of the hitting time to a price level for a GBM

The mode of the hitting time density for a GBM to reach a given level.

hitmode_gbm(gbm, target, spot)

`gbm`	the parameters defining the GBM, drift and volatility
`target`	the target price
`spot`	the initial price

numeric

shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.

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