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zbMath0979.91026MaRDI QIDQ2760716

M. A. Yakunin, S. S. Artem'ev

Publication date: 13 December 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Monte Carlo method statistical simulation multidimensional problem financial operations generalized Ito stochastic differential equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Auctions, bargaining, bidding and selling, and other market models (91B26) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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