In this paper we examine the capacity of arbitrage-free neural stochastic differential equation market models to produce realistic scenarios for the joint dynamics of multiple European options on a ...

A model and an estimation procedure for predicting the height growth of even-aged forest stands was developed as part of a methodology for modelling stand growth in forest plantations [García, 1979, ...

Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...

Stochastic differential equations (SDEs) have become indispensable in the modelling of financial markets, where random fluctuations and uncertainties prevail. Their role in capturing the dynamic ...

Researchers propose a stochastic differential equation model that simulates how musical performers in a large ensemble sustain tempo and phase while responding to a conductor, other musicians, and ...

Stochastic differential equations have been shown useful in describing random continuous time processes. Biomedical experiments often imply repeated measurements on a series of experimental units and ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Financial Mathematics and Statistics, BSc in Mathematics ...