BOOK-CHAPTER
Numerical Solution of Stochastic Differential Equations
Year: 2016 Universitext Pages: 535-544 Publisher: Springer Nature
Keywords:
Stochastic differential equation Geometric Brownian motion Mathematics Stochastic partial differential equation Brownian motion Ordinary differential equation Applied mathematics Character (mathematics) Asset (computer security) Mathematical analysis Partial differential equation Differential equation Computer science Diffusion process Geometry Statistics
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Cited By
59.32
FWCI (Field Weighted Citation Impact)
109
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1.00
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
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