Convergence of numerical methods for stochastic differential equations in mathematical finance
type: Item
instance of: scholarly article
title: Convergence of numerical methods for stochastic differential equations in mathematical finance
zbMATH Open document ID: 1277.91194
DOI: 10.1142/9789814436434_0002
author: A. Neuenkirch
author: Peter E. Kloeden
published in: Recent Developments in Computational Finance
publication date: 2013-09-24T00:00:00Z
full work available at URL: https://arxiv.org/abs/1204.6620
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91-02
zbMATH DE Number: 6210929
MaRDI profile type: Publication
OpenAlex ID: W1566416747
arXiv ID: 1204.6620
description: scientific article; zbMATH DE number 6210929