Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations
| Year of publication: |
2010
|
|---|---|
| Authors: | Klebaner, F. ; Azmy, E. |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 4, p. 365-372
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| Publisher: |
Springer |
| Subject: | Stochastic differential equations | Exact solutions | Simulations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776786