Simulation and Inference for Stochastic Differential Equations With R Examples - Iacus, Stefano M.; SpringerLink (Online service) (New York, NY : Springer New York, 2008)
Keywords: Statistics; Computer simulation; Finance; Computer science -- Mathematics; Mathematical statistics; Econometrics; Statistics; Signal, Image and Speech Processing; Computational Mathematics and Numerical Analysis; Quantitative Finance; Simulation and Modeling; Econometrics; Statistics and Computing/Statistics Programs