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Stephen Bailey Pope · Study

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Stephen Bailey Pope

1 works· latest 1986· 1 institutionscluster: provisionalORCID 0000-0001-5629-0420

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A second-order Monte Carlo method for the solution of the Ito stochastic differential equation1986 · 25 citations

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A second-order Monte Carlo method for the solution of the Ito stochastic differential equation

Stochastic Analysis and Applications·1986·2 authors

25citations