WIAS Preprint No. 21, (1992)

Proceedings of the 1. workshop on stochastic numerics.


Authors

  • Platen, Eckhard

2010 Mathematics Subject Classification

  • 60H10

Keywords

  • stochastic differential equations, numerical solution, statistical methods, simulation, limit theorems, financial mathematics

DOI

10.20347/WIAS.PREPRINT.21

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