Browsing Masteruppsatser by Author "Källgren, Christian"
Now showing items 1-2 of 2
-
Simulation and statistical methods for stochastic differental equations
Källgren, Christian (2019-12-16)We look at numerical methods for simulation of stochastic differential equations exhibiting volatility induced stationarity. This is a property of the process which means that the stationary behaviour is mostly imposed ... -
Simulation and statistical methods for stochastic differental equations
Källgren, Christian (2019-12-11)We look at numerical methods for simulation of stochastic differential equations exhibiting volatility induced stationarity. This is a property of the process which means that the stationary behaviour is mostly imposed ...