Based on the diffusion equation, the transition probability density of stock prices is calculated by means of the Monte-Carlo method.
Based on the diffusion equation, the transition probability density of stock prices is calculated by means of the Monte-Carlo method.
摘要在扩散方程对股价运行描述的基础上，用蒙特卡罗方法得出未来某一时刻股价转移概率密度的数值解。