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Numerical Methods for SDE

  • Stefano M. Iacus
Chapter
Part of the Springer Series in Statistics book series (SSS, volume 1)

Keywords

Erential Equation Wiener Process Exact Algorithm Transition Density Euler Scheme 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York 2008

Authors and Affiliations

  1. 1.Dept. Economics, Business and StatisticsUniversity of MilanVia Conservatorio, 7Italy

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