[R] Geometric Brownian Process

From: Michael Graber <michael_graber_at_gmx.de>
Date: Tue 02 Jan 2007 - 20:43:26 GMT


Dear R People,

Consider I have 3 realizations of an Geometric Brownian process. Now i want to overlay the plot of these realizations. In a future point in time a probability density curve in this specific point of time should overlay this plot ( view rotated 90). I am sorry for not providing any source code. Can anybody point mo to an package, or has anybody an idea how to simulate an geometric brownian process in R?

Thanks in advance,

Michael Graber



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