| JDPaths {GUIDE} | R Documentation |
Simulate and plot Jump Diffusion path(s)
Description
Function to simulate and plot Jump Diffusion path(s)
Usage
JDPaths()
Details
The user inputs are as follows:
Drift (or mu)
Volatility(or sigma)
Mean of jumps
Std Dev of Jumps
Jump Intensity
Paths
Clicking on the '+' and '-' respectively increases and decreases the values of each of the above inputs.
Value
A graph of Jump Diffusion path(s) showing the parameter values.
Author(s)
S Subramanian <ssubramanian@sssihl.edu.in>
References
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
See Also
[Package GUIDE version 1.2.7 Index]