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Stochastic Differential Equations

  Link Details for: Stochastic Differential Equations
Link Title: Stochastic Differential Equations Open in a new window
Link URL: http://math.nyu.edu/phd_students/barreiro/projects.html
Link Details: Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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Stochastic Differential Equations