Convergence of numerical methods for stochastic differential equations in mathematical finance

URL:	http://arxiv.org/pdf/1204.6620v1.pdf
Document Type:	Book chapter
Year of publication:	2013
Book title:	Recent Developments in Computational Finance
The title of a journal, publication series:	Interdisciplinary Mathematical Sciences
Volume:	14
Page range:	49-80
Publisher:	Gerstner, Thomas
Place of publication:	New Jersey, NJ [u.a.]
Publishing house:	World Scientific
ISBN:	978-981-4436-42-7
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Kloeden, Peter E. ; Neuenkirch, Andreas

Google Scholar: Kloeden, Peter E. ; Neuenkirch, Andreas

ORCID: Kloeden, Peter E. ; Neuenkirch, Andreas

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