[R-SIG-Finance] Artificial price series

Patrick Caldon Patrick.Caldon at morningstar.com
Tue Apr 12 02:29:01 CEST 2011


>Is there some where a straight forward method for generating an 
>artificial price or return series?

Have a look at "MonteCarloOption" in the fOptions package for a
reasonably simple example Monte-Carlo simulator for univariate time
series. 

Patrick.

____
Patrick Caldon,
Analyst
Morningstar Australasia Pty. Ltd.



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