Questions tagged [matrix]

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Simulate from a SDE where drift and diffusion terms are matrices using Yuima in R

I'm trying to implement an SDE in R using Yuima. Most of examples and literature show how to implement and how the math works for SDE where drift and diffusion terms are scalar. What if I want to ...
Nic's user avatar
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How to find state prices?

I am trying to find out how to solve state prices, but I do not know what I am supposed to do, my professor has given a solution to this problem as being (0.060 0.417 0.476), but I can't figure out ...
Emil's user avatar
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1 answer
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Montecarlo pricing

I have some problems with the Montecarlo simulation to price a generic Call option. I want to explain something regarding MC simulation with a simple cases, and after that I am going to talk about my ...
John_maddon's user avatar
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1 answer
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Full rank design matrix GLM

I have a question regarding Generalized Linear Models and its design matrix. In the GLM framework we say that $h(E(X))=Z\beta$, where $Z\in \mathbb{R}^{M\times (r+1)}$ is called a design matrix, that ...
Wombat's user avatar
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