scientific article
zbMath1447.91194MaRDI QIDQ3303743
Benjamin Oyediran Oyelami, Sheila Amina Bishop
Publication date: 4 August 2020
Full work available at URL: http://ijmcs.future-in-tech.net/15.2/R-Bishop.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Processes with independent increments; Lévy processes (60G51) Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Jump processes on discrete state spaces (60J74)
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