- Function File: BM = bm (Mu, Sigma)
- Function File: BM = bm (Mu, Sigma, OptionName, OptionValue, …)
Creates an object to represent an arithmetic Brownian motion.
dX_t = Mu(t)dt + Sigma(t)dW_t.See the @sde documentation for a list of optional arguments.
See also: sde.
Package: financial