Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add fractional Brownian motion #1

Open
quantgirluk opened this issue Mar 28, 2023 · 0 comments
Open

Add fractional Brownian motion #1

quantgirluk opened this issue Mar 28, 2023 · 0 comments
Assignees
@quantgirluk
Labels
enhancement New feature or request

Comments

@quantgirluk
Copy link
Owner

Add simulation for fBM.
Note that there are several implementations.
@quantgirluk quantgirluk added the enhancement New feature or request label Mar 28, 2023
@quantgirluk quantgirluk self-assigned this Mar 28, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@quantgirluk quantgirluk

Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

When branches are created from issues, their pull requests are automatically linked.

1-add-fractional-brownian-motion quantgirluk/aleatory
1 participant
@quantgirluk