[R] gbm with jumps

From: march <marcella.marinelli_at_uniroma1.it>
Date: Thu 11 Jan 2007 - 14:27:38 GMT

Hi everybody
I'd like to simulate a Generalized Wiener Process with jumps. Any suggestion?

View this message in context: http://www.nabble.com/gbm-with-jumps-tf2959052.html#a8278026
Sent from the R help mailing list archive at Nabble.com.

R-help@stat.math.ethz.ch mailing list
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri Jan 12 01:52:45 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Thu 11 Jan 2007 - 15:30:26 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.