Timeline for Simulation of an exponentially distributed variable
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 21, 2015 at 22:05 | comment | added | StijnDeVuyst | The way you mention it here, the stock value at time $T$ does not depend on $T$. Is that correct? That would be very strange indeed for a diffusion process. In your explanation, both $x$ and $y$ have fixed distributions that do not change with the passing of time ($T$). | |
| Oct 3, 2011 at 15:54 | vote | accept | strimp099 | ||
| Oct 3, 2011 at 3:07 | answer | added | Macro | timeline score: 4 | |
| Oct 2, 2011 at 20:02 | history | asked | strimp099 | CC BY-SA 3.0 |