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Stochastic Differential Equation Software
Link Details for:
Stochastic Differential Equation Software
Link Title:
Stochastic Differential Equation Software
Link URL:
http://www.isalgorithms.ca/examples.html
Link Details:
Fortran 77 code for numerical solution of stochastic differential equations such as those which arise in Black-Scholes theory and its generalizations.
Category:
Top : Computers : Programming : Languages : Fortran : Source_Code : Statistics_and_Econometrics
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Link Details for: Stochastic Differential Equation Software
