Exponential Complexity for Stochastic Differential Equations with Applications in Finance and Population Models
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 100 === In this thesis, we first review Ito processes and some common stochastic differential equations (SDE): linear SDEs, lognormal linear SDEs, square-root SDEs, and the constant elasticity of variance (CEV) process. Then we lay out the axioms for lattices, which gi...
Main Authors: | Chen-Hsien Wu, 吳承憲 |
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Other Authors: | Yuh-Dauh Lyuu |
Format: | Others |
Language: | en_US |
Published: |
2012
|
Online Access: | http://ndltd.ncl.edu.tw/handle/47192251249392224446 |
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