Forward Jump Random Walk
R code for calculating state-arrival probabilities, probability mass functions, hitting times, and the expected value and variance of hitting times for a forward-jump random walk.
Mar 29, 2024
Example of Solving Stochastic Differential Equation
The project was the WorldQuant University homework in MScFE 622 Continuous-time Stochastic Processes.
Aug 10, 2020
Examples of Martingale
The project was the WorldQuant University in MScFE 622 Continuous-time Stochastic Processes.
Jul 21, 2020