Sim.DiffProc: A Package for Simulation of Diffusion Processes in R
Year of publication: |
2011-05-25
|
---|---|
Authors: | Boukhetala, Kamal ; Guidoum, Arsalane |
Institutions: | HAL |
Subject: | Attractive model | diffusion process | simulations | stochastic differential equation | stochastic modeling | R language |
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