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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