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person:"Platen, Eckhard"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"La Torre, Davide"
~person:"Sennewald, Ken"
~person:"Wälde, Klaus"
~person:"Zhou, Xun Yu"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Über die Stabilität des Euler-Schemas für eine affine stochastische Differentialgleichung mit Gedächtnis
Gilsing, Hagen
;
Küchler, Uwe
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001609566
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001597004
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3
Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
;
Platen, Eckhard
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1999
Persistent link: https://www.econbiz.de/10001404962
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