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Aug 12

Process Simulation in R

Posted by abiao at 07:50 | Code » R/Splus | Comments(0) | Reads(12706)
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


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