Computational methods for various stochastic differential equation models in finance

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Computational methods for various stochastic differential equation models in finance

This study develops efficient numerical methods for solving jumpdiffusion stochastic delay differential equations and stochastic differential equations with fractional order. In addition, two novel algorithms are developed for the estimation of parameters in the stochastic models. One of the algorit...

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Bibliographic Details
Main Author:	Zhou, Yanli
Format:	Thesis
Language:	English
Published:	Curtin University 2014
Online Access:	http://hdl.handle.net/20.500.11937/247

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