Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk (Q1992174)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk |
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Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk (English)
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2 November 2018
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geometry Brownian motion
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quasi-Monte Carlo simulation
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Sobol quasi-random sequence
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value at risk
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