Hi all, I was wondering if anyone could share his (her) code for the exact solutions of the following SDE's 1. dXt=a dt+b dWt 2. dXt=a(c-Xt)dt+b dWt 3. dXt/Xt=mu dt+sigma dWt 4. dXt=a(((sigma^2)/4a)-Xt)dt+sigma sqrt(Xt) dWt If you could at least share the exact solutions , I would do the simulations my self. Thank you. Mark Sent via Deja.com http://www.deja.com/ Before you buy. ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
