Stock Price Simulation
|Other Authors:||Fabian Hansch, Stefanie Schetter|
aktienkurs(T,s,v) simulates the development of a stock price at the financial market. |
The curve has some properties of a Brownian motion.
T is the number of time intervals (1/T is the step size).
s is the stock price at time zero.
v indicates the volatility of the stock price (0 <= v <= 1).
aktienkurs uses T = 500, s = 40, v = 0.3.
This file was generated by students as a partial fulfillment
for the requirements of the course "Fractals",
2004/2005, Stuttgart University.
Brown, Brownian motion, Braunsche Bewegung, fractal, Fraktale, Aktie, Aktienkurs, stock, price
|File Name: ||aktienkurs.m|
|File Size: ||
|File Version: ||1.0|
|Matlab Version: ||7.0|