Positive numerical integration of stochastic differential equations. Kahl, C. Diplomarbeit, Bergische Universität Wuppertal, Wuppertal, 2004.
bibtex   
@MastersThesis{   Kahl_2004aa,
  address       = {Wuppertal},
  author        = {Kahl, Christian},
  keywords      = {finance,sde,time-integration},
  langid        = {english},
  school        = {Bergische Universität Wuppertal},
  title         = {Positive numerical integration of stochastic differential equations},
  type          = {Diplomarbeit},
  year          = {2004}
}

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