Timeline for Solution of multivariate Geometric Brownian Motion?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 5, 2017 at 19:20 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Nov 5, 2017 at 1:08 | comment | added | Isley | Yes, I know multivariate Ito formula. If you have a solution that needs it, please feel free to use it. The help is very much appreciated. | |
| Nov 4, 2017 at 18:04 | comment | added | Nate Eldredge | Do you know about the multivariate Ito formula? | |
| Nov 4, 2017 at 16:31 | history | asked | Isley | CC BY-SA 3.0 |