1.8. Quantitatively investigate convergence as time step h0 at time t=1 for a range of realizations of...
Question:
1.8. Quantitatively investigate convergence as time step h→0 at time t=1 for a range of realizations of exponential Brownian motion (use relative differences). Summarize your findings.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
Question Posted: