[R] Geometric Brownian Process
michael_graber at gmx.de
Tue Jan 2 21:43:26 CET 2007
Dear R People,
Consider I have 3 realizations of an Geometric Brownian process.
Now i want to overlay the plot of these realizations. In a future point
in time a probability density curve in this specific point of time
should overlay this plot ( view rotated 90°).
I am sorry for not providing any source code. Can anybody point mo to an
package, or has anybody an idea how to simulate an geometric brownian
process in R?
Thanks in advance,
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