diff --git a/R/ts-geometric-brownian-motion-augment.R b/R/ts-geometric-brownian-motion-augment.R index 45f89c9..a3f0077 100644 --- a/R/ts-geometric-brownian-motion-augment.R +++ b/R/ts-geometric-brownian-motion-augment.R @@ -21,8 +21,8 @@ #' #' dS/S = mdt + sdW #' -#' where S is the price of the asset, t is time, μ is the expected return on the -#' asset, σ is the volatility of the asset, and dW is a small random change in +#' where S is the price of the asset, t is time, m is the expected return on the +#' asset, s is the volatility of the asset, and dW is a small random change in #' the asset's price. #' #' GBM can be used to estimate the likelihood of different outcomes for a given diff --git a/R/ts-geometric-brownian-motion.R b/R/ts-geometric-brownian-motion.R index 5c0a02d..62690ea 100644 --- a/R/ts-geometric-brownian-motion.R +++ b/R/ts-geometric-brownian-motion.R @@ -21,8 +21,8 @@ #' #' dS/S = mdt + sdW #' -#' where S is the price of the asset, t is time, μ is the expected return on the -#' asset, σ is the volatility of the asset, and dW is a small random change in +#' where S is the price of the asset, t is time, m is the expected return on the +#' asset, s is the volatility of the asset, and dW is a small random change in #' the asset's price. #' #' GBM can be used to estimate the likelihood of different outcomes for a given diff --git a/man/ts_geometric_brownian_motion.Rd b/man/ts_geometric_brownian_motion.Rd index 08bef80..eb62823 100644 --- a/man/ts_geometric_brownian_motion.Rd +++ b/man/ts_geometric_brownian_motion.Rd @@ -53,8 +53,8 @@ The equation for GBM is: \if{html}{\out{
}}\preformatted{ dS/S = mdt + sdW }\if{html}{\out{
}} -where S is the price of the asset, t is time, μ is the expected return on the -asset, σ is the volatility of the asset, and dW is a small random change in +where S is the price of the asset, t is time, m is the expected return on the +asset, s is the volatility of the asset, and dW is a small random change in the asset's price. GBM can be used to estimate the likelihood of different outcomes for a given diff --git a/man/ts_geometric_brownian_motion_augment.Rd b/man/ts_geometric_brownian_motion_augment.Rd index 3506763..e7c708d 100644 --- a/man/ts_geometric_brownian_motion_augment.Rd +++ b/man/ts_geometric_brownian_motion_augment.Rd @@ -55,8 +55,8 @@ The equation for GBM is: \if{html}{\out{
}}\preformatted{ dS/S = mdt + sdW }\if{html}{\out{
}} -where S is the price of the asset, t is time, μ is the expected return on the -asset, σ is the volatility of the asset, and dW is a small random change in +where S is the price of the asset, t is time, m is the expected return on the +asset, s is the volatility of the asset, and dW is a small random change in the asset's price. GBM can be used to estimate the likelihood of different outcomes for a given