https://github.com/andreysolovyev381/gbm

Generalised Brownian Motion process (simple one, no mean reverting)
https://github.com/andreysolovyev381/gbm

Last synced: about 2 months ago
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Generalised Brownian Motion process (simple one, no mean reverting)

• Host: GitHub
• URL: https://github.com/andreysolovyev381/gbm
• Owner: andreysolovyev381
• Created: 2017-03-25T16:49:46.000Z (almost 8 years ago)
• Default Branch: master
• Last Pushed: 2020-05-20T21:01:04.000Z (over 4 years ago)
• Last Synced: 2023-08-31T03:41:09.242Z (over 1 year ago)
• Language: C++
• Homepage:
• Size: 3.91 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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