Simulate Asset Price Paths — simulate • JumpDiffSim

Simulate Asset Price Paths

Usage

simulate(object, n, T_, steps, seed = NULL, ...)

Arguments

object: A JumpDiffModel object.
n: Integer. Number of simulated paths.
T_: Positive numeric. Time horizon in years.
steps: Positive integer. Number of time steps.
seed: Optional integer seed for reproducibility.
...: Additional arguments passed to methods.

Value

A JDSimResult object.