Simulate and plot Jump Diffusion path(s)

Description

Function to simulate and plot Jump Diffusion path(s)

Usage

JDPaths()

Details

The user inputs are as follows:
Drift (or mu)
Volatility(or sigma)
Mean of jumps
Std Dev of Jumps
Jump Intensity
Paths
Clicking on the '+' and '-' respectively increases and decreases the values of each of the above inputs.

Value

A graph of Jump Diffusion path(s) showing the parameter values.

Author(s)

S Subramanian <ssubramanian@sssihl.edu.in>

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

GBMPaths,ABMPaths

Results