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synthesis
data.gen.gbm
data.gen.gbm function
Generate a time series of geometric Brownian motion.
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synthesis package
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Maintainer: Ze Jiang
License: GPL (>= 3)
Last published: 2024-07-07
Useful links
https://github.com/zejiang-unsw/synthesis/issues
https://github.com/zejiang-unsw/synthesis#readme