Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139): Difference between revisions

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Latest revision as of 13:27, 1 July 2024

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Highly nonlinear model in finance and convergence of Monte Carlo simulations
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    Highly nonlinear model in finance and convergence of Monte Carlo simulations (English)
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    13 May 2009
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    stochastic differential equation
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    convergence in probability
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    Euler-Maruyama method
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    Monte Carlo simulation
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