BOOK-CHAPTER

Numerical Solution of Stochastic Differential Equations

Geon Ho Choe

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

Metrics

223
Cited By
59.32
FWCI (Field Weighted Citation Impact)
109
Refs
1.00
Citation Normalized Percentile
Is in top 1%
Is in top 10%

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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