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Jump diffusions processes with Mathematica

Posted 12 years ago
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POSTED BY: Igor Hlivka
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Igor

Is it possible to get the notebook behind this and the other PDF files?

Thank you Michael

POSTED BY: Michael Kelly

Thanks, Igor.

This is a very detailed and impressive application of TransformedProcess.

POSTED BY: Devendra Kapadia

Much appreciated, Devendra. I will add some more stuff in the future on this concept. Kind regards Igor

POSTED BY: Igor Hlivka
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