Aug
12
Process Simulation in R
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Simple demonstration codes for process simulation in R, including Brownian motion simulation, Poisson process simulatio, Euler scheme simulation for Geometric Brownian motion, the mean-reverting process, and the process with two 'attractors', etc.
http://www.math.ku.dk/~rolf/teaching/mfe04/MiscInfo.html#Code
Unclear about this post? Asking questions and receiving answers.
http://www.math.ku.dk/~rolf/teaching/mfe04/MiscInfo.html#Code
Unclear about this post? Asking questions and receiving answers.
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