rGbmSingle {RMOPI}

Simulate a single stock price series

Description

Simulate an univariate series following Geometric Brownian Motion (GBM).

Usage

rGbmSingle(len, start = 100, mu = 0.01, sigma = 0.02)

Arguments

len

the length

start

the start position

mu

the mu parameter of GBM

sigma

the sigma parameter of GBM

Value

a simulated univariate GBM series

Examples

rGbmSingle(100)