--%>

Who had find Monte Carlo and finite differences method

Who had find Monte Carlo and finite differences of the binomial model?

E

Expert

Verified

Monte Carlo and finite differences of the binomial model are numerically solved by Lewis Fry Richardson in 1911.

   Related Questions in Mathematics

  • Q : Nonlinear integer programming problem

    Explain Nonlinear integer programming problem with an example ?

  • Q : Mean and standard deviation of the data

    Below is the amount of rainfall (in cm) every month for the last 3 years in a particular location: 130 172 142 150 144 117 165 182 104 120 190 99 170 205 110 80 196 127 120 175

  • Q : Solve each equation by factoring A

    A college student invested part of a $25,000 inheritance at 7% interest and the rest at 6%.  If his annual interest is $1,670 how much did he invest at 6%?  If I told you the answer is $8,000, in your own words, using complete sentences, explain how you

  • Q : Set Theory & Model of a Boolean Algebra

    II. Prove that Set Theory is a Model of a Boolean Algebra The three Boolean operations of Set Theory are the three set operations of union (U), intersection (upside down U), and complement ~.  Addition is set

  • Q : Where would we be without stochastic

    Where would we be without stochastic or Ito^ calculus?

  • Q : Pig Game Using the PairOfDice class

    Using the PairOfDice class design and implement a class to play a game called Pig. In this game the user competes against the computer. On each turn the player rolls a pair of dice and adds up his or her points. Whoever reaches 100 points first, wins. If a player rolls a 1, he or she loses all point

  • Q : Probability assignments 1. Smith keeps

    1. Smith keeps track of poor work. Often on afternoon it is 5%. If he checks 300 of 7500 instruments what is probability he will find less than 20substandard? 2. Realtors estimate that 23% of homes purchased in 2004 were considered investment properties. If a sample of 800 homes sold in 2

  • Q : Row-echelon matrix Determine into which

    Determine into which of the following 3 kinds (A), (B) and (C) the matrices (a) to (e) beneath can be categorized:       Type (A): The matrix is in both reduced row-echelon form and row-echelon form. Type (B): The matrix

  • Q : Uniform scaling what is uniform scaling

    what is uniform scaling in computer graphic

  • Q : Explain trading of call options Explain

    Explain trading of call options.