SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)
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- Rafal Weron, 2010. "SIMGBM: MATLAB function to simulate trajectories of Geometric Brownian Motion (GBM)," Statistical Software Components M430008, Boston College Department of Economics.
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- Tonzer, Lena, 2017. "Uncertainty, financial crises, and subjective well-being," IWH Discussion Papers 2/2017, Halle Institute for Economic Research (IWH).
- Anita Ratcliffe & Karl Taylor, 2013. "Who Cares about Stock Market Booms and Busts? Evidence from Data on Mental Wellbeing," Working Papers 2012021, The University of Sheffield, Department of Economics.
- Frijters, Paul & Johnston, David W. & Shields, Michael A. & Sinha, Kompal, 2015. "A lifecycle perspective of stock market performance and wellbeing," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 237-250.
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KeywordsGeometric Brownian Motion (GBM); Sample trajectory; Euler scheme; Milstein scheme.;
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