The solution of Schmitter's simple problem: Numerical illustration
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Publication:1381158
DOI10.1016/S0167-6687(97)00006-1zbMath0906.62108MaRDI QIDQ1381158
Marc J. Goovaerts, F. Etienne De Vylder, Étienne Marceau
Publication date: 4 May 1998
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00006-1
62P05: Applications of statistics to actuarial sciences and financial mathematics
65C99: Probabilistic methods, stochastic differential equations
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