|Title||Stochastic Simulation And Applications In Finance With MATLAB Programs|
|Category||Business & Economics|
|Author||Huu Tue Huynh|
|Publisher||John Wiley & Sons|
|Number of Page||354|
|Last Read||2016-07-14 21:55:04|
|Tags||Stochastic Optimization Matlab, Stochastic Differential Equations Matlab, An Algorithmic Introduction To Numerical Simulation Of Stochastic Differential Equations, Introduction To Stochastic Search And Optimization Estimation Simulation And Control Pdf, Solving Stochastic Differential Equations Matlab|
The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its core assumptions is that the volatility of the underlying asset is constant. It was realis...
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MEX-files are dynamically linked subroutines that the MATLAB interpreter can . Define the LINKFLAGS environment variable that must contain: - The switch to create a DLL . Export of the entry point to the MEX-file as mexFunction for C or.
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