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My bibliography Save this paperAplicación del modelo estocástico de difusion -salto de merton para la simulación del valor del índice colcap
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Keywords
Keywords; Statistical Simulation; Stochastic Processes; Stock Market Simulation.Palabras clave: Simulación estadística; procesos estocásticos; simulación mercado de valores;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2019-08-26 (Operations Research)
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