Simulated Values

Function Simulated Values within Stoch Process with keys Stoch Process Simulated Values keysreturns the values attained by a given array of N stochastic processes after some specified time interval, as produced by simulation.
If N > 1, all processes must be one-dimensional, so that each process describes the time evolution of one asset.
If N = 1, the single process may be multi-dimensional, as for example the Heston process that carries two dimensions, one for the asset and one for its volatility.
For a specified simulation sample size S, the returned values are in the form of a matrix consisting of S rows and D columns, where D is the total number of dimensions.
If N > 1 then D = N.
Each row contains the simulated values of the stochastic processes.
This function also allows the optional specification of the usage of the antithetic technique.