Browsing Natural and Agricultural Sciences by Postgraduate "Van der Berg, Jacobus Marthinus"

Browsing Natural and Agricultural Sciences by Postgraduate "Van der Berg, Jacobus Marthinus"

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  • Diffusion processes and applications to financial time series 
    Van der Berg, Jacobus Marthinus (University of Pretoria, 2021-10)
    Diffusion processes are effective tools for modeling financial and economic phenomena. Diffusion models have been implemented with great success in financial markets where stochastic calculus based on such models allow ...