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1 research outputs found
An Implementation of Milstein’s Method for General Bounded Diffusions
Author
C Bayer
C Constantini
+27Â more
C Miranda
E Gobet
E Gobet
E Gobet
F Bernal
F Bernal
F Bernal
FM Buchmann
Francisco Bernal
GM Lieberman
GN Milstein
GN Milstein
GN Milstein
JJ Dongarra
JTC Schwabedal
M Bossy
M Deaconu
M Mascagni
M Schwenke
MB Giles
NA Licata
PE Gill
S Mairé
S Mancini
S Redner
V Lemaire
YR Tsai
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
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