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Introduction to Numerical Simulation of Stochastic Differential Equations by Using R Software and its FinantialApplication

Publish place: 3rd Conference on Financial Mathematics and Applications
Publish Year: 1391
Type: Conference paper
Language: English
View: 643

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Link to this Paper:
https://civilica.com/doc/352662

Document National Code:

CFMA03_159

Index date: 6 June 2015

Introduction to Numerical Simulation of Stochastic Differential Equations by Using R Software and its FinantialApplication abstract

Stochastic differential equation (SDE) models play a prominent role in a range of applicationareas, including biology, chemistry, economics, and finance. In this paper, we will introducenumerical methods for stochastic differential equations and simulate them with R saftware.

Introduction to Numerical Simulation of Stochastic Differential Equations by Using R Software and its FinantialApplication Keywords:

Stochastic process , Stochastic differential equation (SDE) , R software , Stochastic simulation

Introduction to Numerical Simulation of Stochastic Differential Equations by Using R Software and its FinantialApplication authors

R Lalehzari

Emam Javad Higher Education Institute, yazd, Iran

N Lalehzari

Emam Javad Higher Education Institute, yazd, Iran

B Kafash

Emam Javad Higher Education Institute, yazd, Iran