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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Estimating consumption plans for recursive utility by maximum entropy methods
Satchell, Stephen
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Thorp, Susan
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Williams, Oliver
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2012
Persistent link: https://www.econbiz.de/10009564475
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Strong predictor-corrector Euler methods for stochastic differential equations
Bruti-Liberati, Nicola
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Platen, Eckhard
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2008
Persistent link: https://www.econbiz.de/10003857121
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On the numerical stability of simulation methods for SDES
Platen, Eckhard
;
Shi, Lei
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2008
Persistent link: https://www.econbiz.de/10003857152
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