Pages that link to "Item:Q2389843"

The following pages link to Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843):

Displaying 5 items.

• Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478) (← links)
• Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526) (← links)
• Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing (Q1676023) (← links)
• Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach (Q2289885) (← links)
• Shifted Legendre spectral collocation technique for solving stochastic Volterra-Fredholm integral equations (Q2698627) (← links)