Pages that link to "Item:Q1000032"
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The following pages link to Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032):
Displaying 4 items.
- Mean square approximation of multi dimensional reflecting fractional Brownian motion via penalty method (Q934440) (← links)
- Discretization error in simulation of one-dimensional reflecting Brownian motion (Q1916474) (← links)
- Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk (Q1992174) (← links)
- Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation (Q4504226) (← links)