Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: stockest stockestsim

Quantlet: 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()

Example:

library("finance")

stocksim()

Result:

a display plotting the three random processes


Library: finance
See also: stockest stockestsim

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Härdle, Kleinow 990510
(C) MD*TECH Method and Data Technologies, 21.9.2000