Stochastic Differential Equations and Comparison of Financial Models With Levy Process Using Markov Chain Monte Carlo (MCMC) Simulation

International Journal of Advanced Statistics and Probability
doi 10.14419/ijasp.v3i1.4066
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Science Publishing Corporation

Related search

A Bayesian Spatial Random Effects Model Characterisation of Tumour Heterogeneity Implemented Using Markov Chain Monte Carlo (MCMC) Simulation

F1000Research
GeneticsMolecular BiologyPharmacologyBiochemistryMicrobiology ImmunologyMedicineToxicologyPharmaceutics
2016English

Quantifying Uncertainty in Transdimensional Markov Chain Monte Carlo Using Discrete Markov Models

Statistics and Computing
StatisticsProbabilityUncertaintyMathematicsComputational TheoryTheoretical Computer Science
2018English

Multiscale Stochastic Reaction–Diffusion Algorithms Combining Markov Chain Models With Stochastic Partial Differential Equations

Bulletin of Mathematical Biology
GeneticsPharmacologyMolecular BiologyEnvironmental ScienceBiochemistryBiological SciencesMathematicsImmunologyComputational TheoryAgriculturalNeuroscience
2019English

Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach

INFORMS Journal on Computing
Management ScienceComputer Science ApplicationsInformation SystemsOperations ResearchSoftware
2015English

Comparison of Markov Chain Abstraction and Monte Carlo Simulation for the Safety Assessment of Autonomous Cars

IEEE Transactions on Intelligent Transportation Systems
Automotive EngineeringComputer Science ApplicationsMechanical Engineering
2011English

Particle Markov Chain Monte Carlo Methods

Journal of the Royal Statistical Society. Series B: Statistical Methodology
UncertaintyStatisticsProbability
2010English

Parallel Markov Chain Monte Carlo Simulations

Journal of Chemical Physics
MedicineTheoretical ChemistryAstronomyPhysicsPhysical
2007English

Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox

SSRN Electronic Journal
2014English

Bayesian Internal Dosimetry Calculations Using Markov Chain Monte Carlo

Radiation Protection Dosimetry
Nuclear MedicineRadiologyUltrasound TechnologyPublic HealthRadiationEnvironmentalRadiologicalImagingMedicineOccupational Health
2002English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy