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Finance[DeterministicProcess] - create new deterministic process
Calling Sequence
DeterministicProcess(x, t)
Parameters
x
-
procedure or algebraic expression; value function
t
time variable
Description
The DeterministicProcess command creates a new deterministic process. The parameter x is the value of the process. The value can be constant or time-dependent and can be given either as an algebraic expression or a procedure. A procedure defining the value of a deterministic process must accept one argument (the time) and return the corresponding value of the process. If the value is given as an algebraic expression, it must depend on a single variable.
Compatibility
The Finance[DeterministicProcess] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
Examples
See Also
Finance[BlackScholesProcess], Finance[CEVProcess], Finance[Diffusion], Finance[Drift], Finance[ExpectedValue], Finance[GeometricBrownianMotion], Finance[ItoProcess], Finance[PathPlot], Finance[SamplePath], Finance[SampleValues], Finance[StochasticProcesses], Finance[WienerProcess]
References
Glasserman, P., Monte Carlo Methods in Financial Engineering. New York: Springer-Verlag, 2004.
Hull, J., Options, Futures, and Other Derivatives, 5th. edition. Upper Saddle River, New Jersey: Prentice Hall, 2003.
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