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zbMath0635.60070MaRDI QIDQ3774670

Eckhard Platen

Publication date: 1987

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

zbMATH Keywords

numerical scheme Monte-Carlo simulation methods discrete diffusion approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Numerical Solution of Stochastic Differential Equations in Finance

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