BROWNIAN.SAMPLE function

This article describes the formula syntax of the BROWNIAN.SAMPLE function.

Description

Return array of correlated Brownian samples at the given times.

Syntax

BROWNIAN.SAMPLE(handle, times)

handle	is a hande returned by \BROWNIAN.
times	is an increasing sequence of times at which to sample Brownian motion.

Generate correlated samples of Brownian motion at times.

See Also