SimDGBM: Multiple Paths Stock Price Simulation for Geometric Brownian...
In thanhuwe8/fineng: What the Package Does (One Line, Title Case)
Description
Usage
Arguments
Value
Examples
Description
Multiple Paths Stock Price Simulation for Geometric Brownian Motion
Usage
1
Arguments
S0
Initial Stock Price
mu
Annualized return in decimal format
sigma
Annualized standard deviation in decimal format
time
Time index (eg: 1,2,3,etc)
steps
steps per Time Index (eg: 100, 200)
paths
Number of Paths in Simulation
type
"Continuous or Discrete"
Value
data.frame for multiple path Geometric Brownian Motion
Examples
1
SimDGBM(100,0.03,0.25,2,100,10,"continuous")
thanhuwe8/fineng documentation built on June 9, 2019, 2:43 p.m.
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.
Description Usage Arguments Value Examples
Description
Multiple Paths Stock Price Simulation for Geometric Brownian Motion
Usage
1 |
Arguments
S0 |
Initial Stock Price |
mu |
Annualized return in decimal format |
sigma |
Annualized standard deviation in decimal format |
time |
Time index (eg: 1,2,3,etc) |
steps |
steps per Time Index (eg: 100, 200) |
paths |
Number of Paths in Simulation |
type |
"Continuous or Discrete" |
Value
data.frame for multiple path Geometric Brownian Motion
Examples
1 | SimDGBM(100,0.03,0.25,2,100,10,"continuous")
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.