Monte Carlo simulation for stochastic differential equation

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Show simple item record Bruti Liberati, Nicola en_US Platen, Eckhard en_US
dc.contributor.editor Rama Cont et al en_US 2012-02-02T11:14:00Z 2012-02-02T11:14:00Z 2010 en_US
dc.identifier 2009007523 en_US
dc.identifier.citation Bruti Liberati Nicola and Platen Eckhard 2010, 'Monte Carlo simulation for stochastic differential equation', 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.description.abstract NA en_US
dc.language en_US
dc.publisher Wiley en_US
dc.relation.isbasedon NA en_US
dc.title Monte Carlo simulation for stochastic differential equation 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 1271 en_US
dc.identifier.endpage 1278 en_US SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 140300 en_US
dc.personcode 10086991 en_US
dc.personcode 970685 en_US
dc.percentage 100 en_US Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.custom en_US en_US
dc.location.activity en_US
dc.description.keywords NA en_US
dc.staffid en_US
dc.staffid 970685 en_US

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