Skip to content

JosriqueJotaro/An-Algorithmic-Introduction-to-Numerical-Simulation-of-Stochastic-Differential-Equations

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

11 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

About

Code associated with the paper "An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations" by Desmond J. Higham. Original link given in paper (http://www.maths.strath.ac.uk/~aas96106/algfiles.html) has been deprecated.

Stars

Watchers

Forks

Packages

No packages published

Languages