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Publication:3109105
zbMATH Open1240.34432MaRDI QIDQ3109105
Publication date: 27 January 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
existence and uniquenessnonnegativityEuler-Maruyama approximate solutionmean-reverting \(\theta\) process
Interest rates, asset pricing, etc. (stochastic models) (91G30) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Qualitative investigation and simulation of models involving functional-differential equations (34K60)
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