create new deterministic process
procedure or algebraic expression; value function
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.
v ≔ piecewise⁡t<1,t,1t
G ≔ DeterministicProcess⁡v,t
S ≔ SamplePath⁡G⁡t,t=0..3,timesteps=50
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.
The Finance[DeterministicProcess] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
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