Search
Now showing items 1-2 of 2
Simulation and statistical methods for stochastic differental equations
(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
(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 ...