Rachel Koskodan

From MaRDI portal



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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