network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 3 months |
| seen | Feb 1 at 9:56 | |
| stats | profile views | 1 |
|
Jan 28 |
revised |
Simulating of GBM added 8 characters in body |
|
Jan 28 |
asked | Simulating of GBM |
|
Jan 28 |
comment |
Approximation of SDE @Ilya: Thanks, that makes sense. @ Julian: Thanks for the tip, I just looked at the book and it really helps. But now my question has changed slightly: Given that there exists a closed form solution for the GBM, I take it from chapter 2 in Iacus' book that if I'm interested in modeling the entire trajectory of the process, I still need to discretize the GBM (p. 66)? If so, why? And if not, why does he use the GBM in his approximation part? Thanks a lot!! |
|
Jan 25 |
awarded | Student |
|
Jan 25 |
revised |
Approximation of SDE added 197 characters in body |
|
Jan 25 |
awarded | Editor |
|
Jan 25 |
revised |
Approximation of SDE added 197 characters in body |
|
Jan 25 |
asked | Approximation of SDE |
