Stochastic differential equations: Scenario simulation

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dc.contributor.author Platen, Eckhard en_US
dc.contributor.author Bruti Liberati, Nicola en_US
dc.contributor.editor Rama Cont et al en_US
dc.date.accessioned 2012-02-02T11:13:59Z
dc.date.available 2012-02-02T11:13:59Z
dc.date.issued 2010 en_US
dc.identifier 2009004518 en_US
dc.identifier.citation Platen Eckhard and Bruti Liberati Nicola 2010, 'Stochastic differential equations: Scenario simulation', Encyclopedia of Quantitative Finance, Wiley, US en_US
dc.identifier.issn 978-0-470-05756-8 en_US
dc.identifier.other B3 en_US
dc.identifier.uri http://hdl.handle.net/10453/16820
dc.description.abstract NA en_US
dc.language en_US
dc.publisher Wiley en_US
dc.relation.isbasedon NA en_US
dc.title Stochastic differential equations: Scenario simulation en_US
dc.parent Encyclopedia of Quantitative Finance en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation US en_US
dc.identifier.startpage 1697 en_US
dc.identifier.endpage 1706 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140300 en_US
dc.personcode 970685 en_US
dc.personcode 10086991 en_US
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
dc.staffid en_US
dc.staffid 040472 en_US


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