Keywords: Stochastic differential equations
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
China Finance Review International (2019) 9 (3): 312–323.
Published: 15 August 2019
...Stan Hurn; Kenneth A. Lindsay; Lina Xu Purpose The purpose of this paper is to revisit the numerical solutions of stochastic differential equations (SDEs). An important drawback when integrating SDEs numerically is the number of steps required to attain acceptable accuracy of convergence...

or Create an Account

Close Modal
Close Modal