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Numerical Solution of Stochastic Differential Equations in Finance · Study

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ChapterNumerical Solution of Stochastic Differential Equations in Finance

TIMOTHY D. SAUER2011

Chapter2011

Numerical Solution of Stochastic Differential Equations in Finance

TIMOTHY D. SAUER

73 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Numerical methods for differential equations Mathematical Approximation and Integration

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References

1973The Pricing of Options and Corporate Liabilities 2016“Options, Futures, and Other Derivatives”2016Numerical solution of stochastic differential equations 1987Stochastic Differential Equations: An Introduction with Applications.2003Options, Futures and Other Derivatives 2003Monte Carlo Methods in Financial Engineering 2016Simulation and the Monte Carlo Method 2007Simulation and the Monte Carlo Method

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Year2011

Typechapter

Published2011-07-10

VenueSpringer eBooks

Languageen

Citations73

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-642-17254-0_19

openalex_workW2106479130

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