Euler–Maruyama method

Results: 4



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1Stochastic processes / Compartmental models in epidemiology / Scientific modeling / Epidemic model / Stochastic differential equation / Influenza / Euler–Maruyama method / Differential of a function / Mixing / Statistics / Mathematical analysis / Epidemiology

Stochastic Modelling of the Spatial Spread of Influenza in Germany Christiane Dargatz, Vera Georgescu, Leonhard Held Ludwig-Maximilians-University, Munich September 2, 2005 Abstract: In geographical epidemiology, disease

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Source URL: www.statistik.lmu.de

Language: English - Date: 2005-09-02 05:35:56
2Stochastic differential equation / CIR process / Stochastic calculus / Differential equation / Continuous-time stochastic process / Euler–Maruyama method / Statistics / Stochastic processes / Ornstein–Uhlenbeck process

Microsoft PowerPoint - multiresolution

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2011-06-22 11:15:29
3Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes

Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2006-07-24 11:58:41
4Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes

Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:

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Source URL: www.pjaeckel.webspace.virginmedia.com

Language: English - Date: 2011-07-26 17:11:58
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