Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Simulating Bitcoin Dynamics in C++

Hey guys!

I would like to simulate in C++ the Bitcoin dynamics (equation E2) described in the paper (link attached). I do not know how to approach it as it involves stochastic integrals.

Could someone please help me? Thanks in advance!

Modeling Bitcoin price