Ranjbar, Hassan, Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan University, Semnan P. O. Box 35195-363, Iran, Iran, Islamic Republic of
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Vol 39, No 8 (2025) - Miljana Jovanovic -Stochastic Differential equations, Financial mathematics
An explicit Milstein-type scheme for simulation of SDEs
Abstract
ISSN: 2406-0933