Pages that link to "Item:Q276302"
From MaRDI portal
The following pages link to Stochastic analysis for finance with simulations (Q276302):
Displaying 7 items.
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
- Numerical solution of Itô-Volterra integral equation by least squares method (Q2181672) (← links)
- Quintic B-spline collocation method to solve \(n\)-dimensional stochastic Itô-Volterra integral equations (Q2222058) (← links)
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
- An iterative algorithm for solving two dimensional nonlinear stochastic integral equations: a combined successive approximations method with bilinear spline interpolation (Q2287696) (← links)
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process (Q6160586) (← links)
