Platen, Eckhard; Shi, Lei - Finance Discipline Group, Business School - 2008
. The symmetric predictor-corrector Euler method is shown to have the potential to overcome some of the numerical …, strong and weak simulation methods. The symmetric
predictor-corrector Euler method is shown to have the potential to overcome …, scenario simulation,
Monte Carlo simulation, numerical stability, predictor-corrector methods, implicit
methods.
1University of …