Sim.DiffProc: A Package for Simulation of Diffusion Processes in R
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More about this item
KeywordsAttractive model; diffusion process; simulations; stochastic differential equation; stochastic modeling; R language.; R language;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-CMP-2011-10-15 (Computational Economics)
- NEP-ORE-2011-10-15 (Operations Research)
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