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zbMATH Open1349.91310MaRDI QIDQ2990649

Xuerong Mao, Xiaoyue Li

Publication date: 10 August 2016

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

zbMATH Keywords

Monte Carlo simulations Euler-Maruyama method Backward Euler method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Interest rates, asset pricing, etc. (stochastic models) (91G30) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Uses Software

R

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