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