Monte Carlo simulation for stochastic differential equation
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| dc.contributor.author | Bruti Liberati Nicola | en_US |
| dc.contributor.author | Platen Eckhard | en_US |
| dc.contributor.editor | Rama Cont et al | en_US |
| dc.date.accessioned | 2012-02-02T11:14:00Z | |
| dc.date.available | 2012-02-02T11:14:00Z | |
| dc.date.issued | 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.identifier.uri | http://hdl.handle.net/10453/16821 | |
| 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 |
| dc.cauo.name | SCI.Mathematical Sciences | en_US |
| dc.conference | Verified OK | en_US |
| dc.for | 140300 | en_US |
| dc.personcode | 040472;970685 | en_US |
| dc.percentage | 000100 | 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 |
