Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations
Year of publication: |
2018
|
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Authors: | Amin, Ahsan |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Analysis | Mathematical analysis | Simulation |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3133959 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C44 - Statistical Decision Theory; Operations Research ; c58 ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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