Finance[DeterministicProcess] - create new deterministic process
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Calling Sequence
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DeterministicProcess(x, t)
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Parameters
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x
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procedure or algebraic expression; value function
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t
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-
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time variable
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Description
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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.
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Compatibility
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The Finance[DeterministicProcess] command was introduced in Maple 15.
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Examples
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See Also
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Finance[BlackScholesProcess], Finance[CEVProcess], Finance[Diffusion], Finance[Drift], Finance[ExpectedValue], Finance[GeometricBrownianMotion], Finance[ItoProcess], Finance[PathPlot], Finance[SamplePath], Finance[SampleValues], Finance[StochasticProcesses], Finance[WienerProcess]
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References
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Glasserman, P., Monte Carlo Methods in Financial Engineering. New York: Springer-Verlag, 2004.
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Hull, J., Options, Futures, and Other Derivatives, 5th. edition. Upper Saddle River, New Jersey: Prentice Hall, 2003.
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