Rachel Koskodan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation
Mathematical and Computer Modelling
2009-07-19Paper
Extrapolation of the Stochastic Theta Numerical Method for Stochastic Differential Equations
Stochastic Analysis and Applications
2006-09-22Paper


Research outcomes over time


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