Highly nonlinear model in finance and convergence of Monte Carlo simulations (Q1018139)
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scientific article; zbMATH DE number 5553634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Highly nonlinear model in finance and convergence of Monte Carlo simulations |
scientific article; zbMATH DE number 5553634 |
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Highly nonlinear model in finance and convergence of Monte Carlo simulations (English)
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13 May 2009
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stochastic differential equation
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convergence in probability
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Euler-Maruyama method
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Monte Carlo simulation
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