Weak and strong Taylor methods for numerical solutions of stochastic differential equations (Q3005813)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak and strong Taylor methods for numerical solutions of stochastic differential equations |
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Weak and strong Taylor methods for numerical solutions of stochastic differential equations (English)
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9 June 2011
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stochastic volatility
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LIBOR market models
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mathematical finance
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option pricing via simulation
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interest rate modelling
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interest rate derivatives
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Malliavin calculus
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