gbmx {cartools}R Documentation

Estimate distance x given a geometric Brownian motion model and time t.

Description

Estimate distance x given a geometric Brownian motion model and time t.

Usage

gbmx(u0, theta, t)

Arguments

u0

initial speed, a number

theta

a gbm model estimate, a number.

t

time, a number


[Package cartools version 0.1.0 Index]