[R] Geometric Brownian Process

Michael Graber michael_graber at gmx.de
Tue Jan 2 21:43:26 CET 2007


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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