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Publication:3534745
zbMath1153.91476MaRDI QIDQ3534745
Rafael Company, Enrique Ponsoda, Lucas Jodar
Publication date: 4 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Numerical methods (including Monte Carlo methods) (91G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20) Initial value problems for second-order parabolic equations (35K15)
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