Pages that link to "Item:Q1992167"
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The following pages link to Analytical solutions for stochastic differential equations via martingale processes (Q1992167):
Displaying 3 items.
- Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- A computational method for solving stochastic Itô-Volterra integral equation with multi-stochastic terms (Q2418464) (← links)
