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Sim.DiffProc

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Software:28942
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swMATH17081CRANSim.DiffProcMaRDI QIDQ28942

Simulation of Diffusion Processes

Arsalane Chouaib Guidoum, Kamal Boukhetala

Last update: 8 November 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 4.8

Source code repository: https://github.com/cran/Sim.DiffProc


Cites work

  • Performing Parallel Monte Carlo and Moment Equations Methods for Itô and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc



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