发明名称 |
Numerical stochastic integration system |
摘要 |
A method and system are provided for constructing a discrete model using a multinomial tree structure with which a required memory capacity can be reduced and a realistic calculation time can be achieved, while ensuring a required calculation accuracy. For calculation of stochast
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申请公布号 |
US6879974(B1) |
申请公布日期 |
2005.04.12 |
申请号 |
US19990281745 |
申请日期 |
1999.03.30 |
申请人 |
INTERNATIONAL BUSINESS MACHINES CORPORATION |
发明人 |
NINOMIYA SYOITI;KATAI MASAYUKI |
分类号 |
G06F17/10;G06F17/00;G06F17/13;G06F17/18;G06F19/00;G06N5/02;G06Q10/00;(IPC1-7):G06N5/02 |
主分类号 |
G06F17/10 |
代理机构 |
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代理人 |
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主权项 |
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地址 |
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