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Numerical Analysis of Stochastic Differential Systems and its Applications in Finance

  • Ziyu Zheng

Abstract

In this note, we provide a survey of recent results on numerical analysis of stochastic differential systems and its applications in Finance.

Keywords

Stochastic Differential Equation Stochastic Volatility American Option Euler Scheme Stochastic Volatility Model 
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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© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Ziyu Zheng
    • 1
  1. 1.Department of Mathematical SciencesUniversity of Wisconsin-MilwaukeeMilwaukeeUSA

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