Pages that link to "Item:Q1992174"
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The following pages link to 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):
Displaying 6 items.
- Parameter estimation of some Kumaraswamy-G type distributions (Q1704480) (← links)
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Projections of pension benefits in supplementary pension saving scheme in Slovakia (Q2045637) (← links)
- Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460) (← links)
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
