Simulation of stochastic differential equations
| Year of publication: |
1993
|
|---|---|
| Authors: | Saito, Yoshihiro ; Mitsui, Taketomo |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 45.1993, 3, p. 419-432
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| Publisher: |
Springer |
| Subject: | Numerical solution | stochastic differential equations | error analysis | order of convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616311