neXt .185 help files, 21.08.2020

Geometric Brown Motion

Description

Berechnet die geometrische Brownsche Bewegung

x1 = a + e^( Trend - (v^2)/2 + v * Random)
x2 = x1 + e^( Trend - (v^2)/2 + v * Random)
...
wobei v=Standarddeviation

formula

Input: 0 time series with { - }
first input series requires 0 columns with { }
Output: 1 time series with { Process }
Dissolve Group: False
Only Groups: False
Unique Identifier: #10007

References

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Parameters

Luulab Switzerland 2015

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