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4 results for “from:John-Paul Taylor”

How to code Geometric Brownian Motion Process with Jumps
John-Paul Taylor · Apr 5, 2009 · r-sig-finance

I was just wondering if anyone knows if there is a canned package that included a coding for a GBMP with Jump Diffusion process or had any suggestion on how to code the log-likelihood function. I have try to...

Quick Question - MLE for Geometric Brownian Motion Process with Jumps
John-Paul Taylor · Apr 5, 2009 · r-help

Hi All, I am relatively new to R and having a great experience with it but have come up with a little road block. I am tying to run a maxlik regression and keep getting the error, NA in the...

Geometric Brownian Motion Process with Jumps
John-Paul Taylor · Apr 3, 2009 · r-help

Hi, I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then...

Geometric Brownian Motion with Jumps MLE
John-Paul Taylor · Apr 3, 2009 · r-sig-finance

Hi, I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then...

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