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person:"Platen, Eckhard"
~accessRights:"free"
~person:"Küchler, Uwe"
~subject:"Financial economics"
~subject:"Mean Reversion"
~subject:"Numerisches Verfahren"
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Financial economics
Mean Reversion
Numerisches Verfahren
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Platen, Eckhard
Küchler, Uwe
Ding, Deng
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Oyono Ngou, Polynice
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
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Rendek, Renata
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2009
Persistent link: https://www.econbiz.de/10008662360
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Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003857127
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