The Truncated Euler-Maruyama Method for Neutral Stochastic Functional Differential Equations
In this paper, we used a new explicit method, called the truncated EM method, on the nonlinear neutral stochastic functional equations.
I've finished my undergraduate education in Donghua University, majoring in Mathematics in the college of Science and was recommanded to the department of Probability theory and mathematical statistics at Donghua University. My professor is Prof. SuRong You. My research interest is stochastic differential equations, measure theory and financial derivative. Now I am working on the Truncated Euler-Maruyama Method for Neutral Stochastic Functional Differential Equations.
In this paper, we used a new explicit method, called the truncated EM method, on the nonlinear neutral stochastic functional equations.
In this series of articles we are going to discuss a more realistic approach to historical strategy simulation by constructing an event-driven backtesting environment using Python.
Two different provements of the Black-Scholes Option Pricing Model (Martingale Way/PDE Way)
"Intelligent Connectivity,Infinite Possibilities"
Perhaps it's time to AFK. Maybe after the next two Global Events. And don't forget to watch my solo DZ&LS pvp videos on twitch & bilibili.
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