EE 8235 Class Home Page
Syllabus
Homework 1 (due: 9/16)
m-file (Geometric Brownian motion)
Homework 2 (due: 9/25)
Homework 3 (due: 10/9)
Homework 4 (due: 10/19)
Midterm
Note: there is a typo on the first line of Problem 4.
It should read integral W dW, instead of dt.
Experimenting with Wong-Zakai correction