Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)
n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix.
MATLAB code to generate Riemann-Liouville fractional and multifractional Brownian motion paths with a given Hurst function.
Generate patterns using the fractional Brownian motion
This repository contains code for the research paper "Transition Path and Interface Sampling of Stochastic Schrödinger Dynamics (2024)".
Loewner equation driven by complex-valued Brownian motion
see how Loewner curves change w.r.t parameters
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