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First Passage Times

First Passage Times: Project Home – R-Forge

Project description

Simulation and inference for diffusion processes in the presence of thresholds.

Project Information

Development Status : 1 - Planning
Environment : Console (Text Based)
Intended Audience : End Users/Desktop
Intended Audience : Other Audience
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Numerical Analysis : Prob. Methods, Simulation and Stochastic Differential Equations

Registered: 2012-05-22 09:20
Activity Ranking: 0
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Federico Polito

Roberta Sirovich

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Vienna University of Economics and Business

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