Platen, Eckhard; Shi, Lei - Finance Discipline Group, Business School - 2008
presented is designed to handle both scenario simulation and Monte Carlo simulation, that is, strong and weak simulation methods … application. The stability criterion
presented is designed to handle both scenario simulation and Monte Carlo
simulation, that is …, scenario simulation,
Monte Carlo simulation, numerical stability, predictor-corrector methods, implicit
methods.
1University of …