Solutions and simulations of some one-dimensional stochastic differential equations
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Publication:607569
DOI10.1007/s10690-009-9109-1zbMath1204.60052WikidataQ57712764 ScholiaQ57712764MaRDI QIDQ607569
Publication date: 22 November 2010
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-009-9109-1
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
91G80: Financial applications of other theories
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