Currently we have the geometric brownian motion generator for prices. If we want to get the returns, we have the option of transforming from continuous to simple returns and use qp.ReturnSeries. The other option would be to create an specific class for continuous returns. To be analyzed
Currently we have the geometric brownian motion generator for prices. If we want to get the returns, we have the option of transforming from continuous to simple returns and use qp.ReturnSeries. The other option would be to create an specific class for continuous returns. To be analyzed