A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method
Mariko Ninomiya; Syoiti Ninomiya
| Year of publication: |
2009
|
|---|---|
| Authors: | Ninomiya, Mariko ; Ninomiya, Syoiti |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 3, p. 415-443
|
| Subject: | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Iteratives Verfahren | Approximation method | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003899325