Title: Simulation of Diffusion Processes
Author: Prof. BOUKHETALA Kamal <kboukhetala@usthb.dz>, Mr. GUIDOUM
Depends: R (>= 2.11.0), tcltk, tcltk2 , stats4 , xlsx
Description: Simulation of diffusion processes and numerical solution
of stochastic differential equations. Analysis of discrete-time
approximations for stochastic differential equations (SDE)
driven by Wiener processes,in financial and actuarial modeling

Package: Sim.DiffProc
Type: Package
Title: Simulation of Diffusion Processes
Version: 2.0
Date: 2011-02-09
Author: Prof. BOUKHETALA Kamal <kboukhetala@usthb.dz>, Mr. GUIDOUM
Arsalane <starsalane@gmail.com>
Maintainer: BOUKHETALA Kamal <kboukhetala@usthb.dz>
Depends: R (>= 2.11.0), tcltk, tcltk2, stats4, rgl ,xlsx
Description: Simulation of diffusion processes and numerical solution
of stochastic differential equations. Analysis of discrete-time
approximations for stochastic differential equations (SDE)
driven by Wiener processes,in financial and actuarial modeling
and other areas of application for example modelling and
simulation of dispersion in shallow water using the attractive
center (K.BOUKHETALA,1996). Simulation and statistical analysis
of the first passage time (FPT) and M-samples of the random
variable X(v) given by a simulated diffusion process.
License: GPL (>= 2)
URL: http://www.r-project.org
Repository: CRAN
LazyLoad: yes
Packaged: 2011-02-12 17:35:17 UTC; Arsalane
Date/Publication: 2011-02-13 16:11:13

Author: BOUKHETALA Kamal <kboukhetala@usthb.dz>, GUIDOUM
center (K.BOUKHETALA, 1996). Approximated the evolution of conditional
law a diffusion process with three methods Euler, Kessler and Shoji-Ozaki.
Simulation and statistical analysis of the first passage time (FPT) and M-samples of the random

Author: BOUKHETALA Kamal <kboukhetala@usthb.dz>, GUIDOUM Arsalane
Depends: R (>= 2.12.0), tcltk, tcltk2, stats4, rgl (>= 0.92.798) ,xlsx
center (K.BOUKHETALA, 1996). Approximated the evolution of
conditional law a diffusion process with three methods Euler,
Kessler and Shoji-Ozaki.  Simulation and statistical analysis