Simulation of Stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk
Crossref DOI link: https://doi.org/10.1007/s40096-015-0158-5
Published Online: 2015-06-24
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fathi Vajargah, Kianoush
Shoghi, Maryam
License valid from 2015-06-24