Library: | finance |
See also: | stockest stockestsim |
Macro: | stocksim | |
Description: | stocksim is simulating random processes for a stock price by three different ways: using a Wiener Process, using a compounded Poisson Jump Process with a log normal distribution of jump height and using a mixture of both |
Usage: | stocksim() |
library("finance") stocksim()
a display plotting the three random processes
Library: | finance |
See also: | stockest stockestsim |