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scientific article; zbMATH DE number 5049841
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English
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scientific article; zbMATH DE number 5049841

    Statements

    author
    F. M. Buchmann
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    Wesley P. Petersen
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    publication date
    28 August 2006
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    zbMATH Keywords
    Euler updates
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    stopped diffusions
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    convergence
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    numerical experiments
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H20
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    60H35
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    60J60
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    zbMATH DE Number
    5049841
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