Copy of Approximation of Wiener Process with a scaled random walk
Approximation of Brownian Motion by a scaled random walk. For a complete explanation, please see
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/Approximation/approximation.xml
complete with theorems and problems to work for understanding.
- Resource Type
-
Activity
- Tags
-
- Target Group (Age)
- 19+
- Language
- English (United States)
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