PooksoftAssetModelingKit.jl
  • Introduction
  • Quick Start
  • Data
    • Estimating returns and volatility
  • Stochastic models
    • Monte Carlo Geometric Brownian Motion (MC-GBM)
      • Methods
    • Stochastic Differential Equation (SDE) models
  • Lattice models
    • Binomial lattice models
    • Ternary lattice models
Version
  • Stochastic models
  • Monte Carlo Geometric Brownian Motion (MC-GBM)
  • Monte Carlo Geometric Brownian Motion (MC-GBM)
Edit on GitHub

Monte Carlo Geometric Brownian Motion (MC-GBM)

A description of geometric brownian motion etc goes here, including LaTeX?

Methods

PooksoftAssetModelingKit.sample_underlying_gbm_model — Function
sample_underlying_gbm_model

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
« Estimating returns and volatilityStochastic Differential Equation (SDE) models »

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