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伊藤微分模拟股价变化

于 2022-05-08 发布 文件大小:5.06 kB
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伊藤微分模拟股价变化这一随机过程。包括标准布朗运动的生成,和各种不同的初始参数设定下,布朗运动可能呈现出的轨道。然后在布朗运动的基础上模拟股票价格的变化。

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