Hi again:


Thanks but I am afraid that the book you mention does not cover the specific topics I am working on.
Iacus, Stefano M. 2008. Simulation and Inference for Stochastic Differential Equations With R Examples: Springer.

The question again:
Just curious if there are some resources in R for implementing general Levy processes and simulation, e.g. simulation with truncated Poisson point processes or symmetric stable processes?

W. H.


----- Forwarded Message ----
From: "markleeds@verizon.net" <markleeds@verizon.net>
To: weihanliu2002@yahoo.com
Sent: Thursday, September 3, 2009 9:58:32 AM
Subject: Re: [R-SIG-Finance] general Levy processes and simulation

Hi: you should check out stefano iacus's package and book, the names of which escape me. there's probably material in there related to below. the book is titled something like "simulation of a stochastic differential equations using R". It's  a useR book.









On Sep 2, 2009, Wei-han Liu <weihanliu2002@yahoo.com> wrote: 
Hi there:
>
>
>Just curious if there are some resources in R for implementing general Levy processes and simulation, e.g. simulation with truncated Poisson point processes or symmetric stable processes? 
>
>Thanks in advance.
>
>Wei-han
>
>
>
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