gbmtheta {cartools}R Documentation

Estimate theta of a geometric Brownian motion model.

Description

Estimate theta of a geometric Brownian motion model.

Usage

gbmtheta(upre, u0, t3)

Arguments

upre

pre-breakdown speed, a number

u0

breakdown speed, a number

t3

time when u0 is initiated, a number


[Package cartools version 0.1.0 Index]