Timeline for Simulation of two Ito processes
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
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| Mar 17, 2016 at 21:51 | comment | added | Skumin | But this essentially does the same as what my code does, doesn't it? The only difference is that I can explicitly see the path of $Z_t$. Maybe I did not clarify what I want properly: I need one path of $Z_t$, one resulting path of $b_t$, and then using the one path of $Z_t$ simulate $a_t$ many times. | |
| Mar 17, 2016 at 21:39 | history | answered | b.gates.you.know.what | CC BY-SA 3.0 |