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Cover image for Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation

by

Graham, C. (Carl), author.

Format:

Books

Publication Date

2013

Excerpt:

equations -- Further extensions -- Problems -- Discretization of stochastic differential equations

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Cover image for Stochastic analysis and applications to finance : essays in honour of jia-an yan

Stochastic analysis and applications to finance : essays in honour of jia-an yan

by

Zhang, Tusheng, 1963-

Format:

Books

Publication Date

2012

Excerpt:

expected price / Hong Liu -- 12.Some results on backward stochastic differential equations driven by

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