How do I compute the covariance (and by extension correlation) of two simulated Brownian Motions with different lengths of time, t? (coding on R)

前端 未结 0 1592
谎友^
谎友^ 2020-12-12 02:31

Currently rushing an assignment and I\'m stuck at a certain part. I have simulated 1000 different paths of Brownian Motion for t = 2, with 500 time steps for each unit time.

相关标签:
回答
  • 消灭零回复
提交回复
热议问题