Stochastic Processes. A Critical Synthesis

The subject of Stochastic Processes is highly specialized and here only we present an assessment of the subject. To explain uncertainty dynamics a model is required which consistsof a system et stochastic differential equation. We provide a critical synthesis of the literature and analyze the geome...

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Detalles Bibliográficos
Autores principales:	Jorge Ludlow Wiechers, Felicity Williams, Beatríz Mota Aragón, Felipe Peredo y Rodríguez
Formato:	Artículo científico
Publicado:	Universidad Autónoma Metropolitana Unidad Azcapotzalco 2008
Materias:	Economía y Finanzas Wiener processes diffusion processes Ito formule Ornstein-Uhlenbeck Merton Vasicek Cox Ingersoll and Ross Ho-Lee Longstaff Hull-White
Acceso en línea:	http://www.redalyc.org/articulo.oa?id=41311449005 http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41311449005oai
Aporte de:	Red de Bibliotecas Virtuales de Ciencias Sociales (CLACSO) de Consejo Latinoamericano de Ciencias Sociales

id	I16-R122-41311449005oai
record_format	dspace
institution	Consejo Latinoamericano de Ciencias Sociales
institution_str	I-16
repository_str	R-122
collection	Red de Bibliotecas Virtuales de Ciencias Sociales (CLACSO)
topic	Economía y Finanzas Wiener processes diffusion processes Ito formule Ornstein-Uhlenbeck Merton Vasicek Cox Ingersoll and Ross Ho-Lee Longstaff Hull-White
spellingShingle	Economía y Finanzas Wiener processes diffusion processes Ito formule Ornstein-Uhlenbeck Merton Vasicek Cox Ingersoll and Ross Ho-Lee Longstaff Hull-White Jorge Ludlow Wiechers Felicity Williams Beatríz Mota Aragón Felipe Peredo y Rodríguez Stochastic Processes. A Critical Synthesis
topic_facet	Economía y Finanzas Wiener processes diffusion processes Ito formule Ornstein-Uhlenbeck Merton Vasicek Cox Ingersoll and Ross Ho-Lee Longstaff Hull-White
description	The subject of Stochastic Processes is highly specialized and here only we present an assessment of the subject. To explain uncertainty dynamics a model is required which consistsof a system et stochastic differential equation. We provide a critical synthesis of the literature and analyze the geometric behavior of a basket of useful models, stopping at computer simulation and borrowing ideas taken from the Monte Carlo method.
format	Artículo científico Artículo científico
author	Jorge Ludlow Wiechers Felicity Williams Beatríz Mota Aragón Felipe Peredo y Rodríguez
author_facet	Jorge Ludlow Wiechers Felicity Williams Beatríz Mota Aragón Felipe Peredo y Rodríguez
author_sort	Jorge Ludlow Wiechers
title	Stochastic Processes. A Critical Synthesis
title_short	Stochastic Processes. A Critical Synthesis
title_full	Stochastic Processes. A Critical Synthesis
title_fullStr	Stochastic Processes. A Critical Synthesis
title_full_unstemmed	Stochastic Processes. A Critical Synthesis
title_sort	stochastic processes. a critical synthesis
publisher	Universidad Autónoma Metropolitana Unidad Azcapotzalco
publishDate	2008
url	http://www.redalyc.org/articulo.oa?id=41311449005 http://biblioteca.clacso.edu.ar/gsdl/cgi-bin/library.cgi?a=d&c=mx/mx-022&d=41311449005oai
work_keys_str_mv	AT jorgeludlowwiechers stochasticprocessesacriticalsynthesis AT felicitywilliams stochasticprocessesacriticalsynthesis AT beatrizmotaaragon stochasticprocessesacriticalsynthesis AT felipeperedoyrodriguez stochasticprocessesacriticalsynthesis
bdutipo_str	Repositorios
_version_	1764820423501938688

Stochastic Processes. A Critical Synthesis

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