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scientific article; zbMATH DE number 2119869
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article; zbMATH DE number 2119869 |
Statements
29 November 2004
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stochastic systems with memory
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stochastic delay differential equations
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discretization methods
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Euler method
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strong convergence
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order of convergence
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uniqueness of solutions
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stochastic volatility model
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delay-dependent stock price
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Garch(1,1)-model
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random state-dependent time-delay
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simulations
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