An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations. Higham, D. J.
bibtex   
@article{higham_algorithmic_nodate,
	title = {An {Algorithmic} {Introduction} to {Numerical} {Simulation} of {Stochastic} {Differential} {Equations}},
	author = {Higham, Desmond J.}
}
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