Work

Numerical solution of stochastic differential equations

Year: 1994

Type: article

Source: Stochastics and stochastics reports

DOI: 10.1080/17442509408833885

Author: Denis Talay

Institution: Institut national de recherche en sciences et technologies du numérique

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2072964096

FWCI: 4.771

Cites: 3

Cited by: 395

Related to: 10