Geometric Brownian Motion Simulator

This documentation provides:

• An automatically generated API reference from the package docstrings.

• A demonstration Jupyter Notebook illustrating the usage of the simulator.

CI test: updated on 2026-01-04.

Example trajectory of a Geometric Brownian Motion simulated using the pygbm package.

Contents:

• API Reference
  • BaseGBM
  • GBMSimulator
  • main()
• Example Notebook
  • GBM Example Notebook