Generate patterns using the fractional Brownian motion
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Updated
Jul 25, 2023 - MATLAB
Generate patterns using the fractional Brownian motion
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.
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)
Loewner equation driven by complex-valued Brownian motion
see how Loewner curves change w.r.t parameters
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