Publication:5320340

zbMath1174.91393MaRDI QIDQ5320340

Zhaoben Fang, Liuzhi Yin, Lei Zhen

Publication date: 22 July 2009

zbMATH Keywords

time series; Brownian motion; Monte Carlo simulation

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

91G70: Statistical methods; risk measures

65C05: Monte Carlo methods