Pages that link to "Item:Q5746752"
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The following pages link to On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752):
Displaying 4 items.
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
- (Q3007374) (← links)
- Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)