An Algorithmic Introduction to Numerical Simulation of...

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

Desmond J. Higham
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Volume:
43
Language:
english
Pages:
22
Journal:
SIAM Review
DOI:
10.2307/3649798
Date:
September, 2001
File:
PDF, 2.46 MB
english, 2001
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