Work

Numerical Solution of Stochastic Differential Equations

Year: 2016

Type: book-chapter

Source: Universitext

DOI: 10.1007/978-3-319-25589-7_30

Author: Geon Ho Choe

Institution: Korea Advanced Institute of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2501971978

FWCI: 69.72

Cites: 107

Cited by: 223

Related to: 10