Displaying 1 result from an estimated 1 matches for "tp3050762p3050762".
2010 Nov 19
2
simple loop problemo (Geo brownian motion)
...[i+1,j] <- y[1,j]*exp(nu*t[i+1]+sigma*x[i+1,j])
}
plot(t,y,type="l",xlab="time", ylab="Geometric Brownian motion")
}
Any help would be appreciated, thanks.
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