Open AccessSimulation Methods for Stochastic Differential Equations in Finance
Author(s) -
Lina Xu
Publication year - 2019
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.5204/thesis.eprints.134388
Subject(s) - stochastic differential equation , hermite polynomials , stochastic partial differential equation , differential equation , stochastic volatility , mathematics , differential algebraic equation , numerical partial differential equations , computer science , volatility (finance) , econometrics , mathematical analysis , ordinary differential equation
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