๐”– Bobbio Scriptorium
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Statistical tests of stochastic process models used in the financial theory of insurance companies

โœ Scribed by Patrick L. Brockett; Robert C. Witt; Boaz Golany; Naim Sipra; Xiaohua Xia

Book ID
107919088
Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
664 KB
Volume
18
Category
Article
ISSN
0167-6687

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Numerical treatment of stochastic models
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In this paper, by means of the variational iteration method, numerical solutions are computed for some stochastic models, without any linearization or weak assumptions. Two stochastic models, the Fokker-Planck equation for non-equilibrium statistical systems and the Black-Scholes model for pricing s