Solutions and simulations of some one-dimensional stochastic differential equations

DOI10.1007/s10690-009-9109-1zbMath1204.60052OpenAlexW2084104367WikidataQ57712764 ScholiaQ57712764MaRDI QIDQ607569

E. Azmy, Fima C. Klebaner

Publication date: 22 November 2010

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-009-9109-1

zbMATH Keywords

stochastic differential equationsexact solutionssimulations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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