Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032): Difference between revisions

@@ Property / author @@
-Shuya Kanagawa
@@ Property / author: Shuya Kanagawa / rank @@
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@@ Property / author @@
-Akio Arimoto
@@ Property / author: Akio Arimoto / rank @@
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@@ Property / author @@
-Yasumasa Saisho
@@ Property / author: Yasumasa Saisho / rank @@
-Normal rank
@@ Property / author @@
+Shuya Kanagawa
@@ Property / author: Shuya Kanagawa / rank @@
+Normal rank
@@ Property / author @@
+Akio Arimoto
@@ Property / author: Akio Arimoto / rank @@
+Normal rank
@@ Property / author @@
+Yasumasa Saisho
@@ Property / author: Yasumasa Saisho / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.na.2005.02.076
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@@ Property / OpenAlex ID @@
+W1976094747
@@ Property / OpenAlex ID: W1976094747 / rank @@
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@@ Property / cites work @@
+Q3603792
@@ Property / cites work: Q3603792 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary conditions
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@@ Property / cites work @@
+Approximations for stochastic differential equations with reflecting convex boundaries
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@@ Property / cites work @@
+Stochastic differential equations for multi-dimensional domain with reflecting boundary
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@@ Property / cites work @@
+On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
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@@ Property / cites work @@
+Stochastic differential equations with reflecting boundary condition in convex regions
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