Numerical solution of stochastic differential equations in finance

Platen, E

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Field	Value	Language
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.date	2014-02-26	en_US
dc.date.issued	2014	en_US
dc.identifier.citation	2014	en_US
dc.identifier.uri	http://hdl.handle.net/10453/36420
dc.relation.ispartof	Current Numerical Methods and Stochastic Volatility Modelling in Quantitative Finance Workshop	en_US
dc.title	Numerical solution of stochastic differential equations in finance	en_US
dc.type	Conference Proceeding
utslib.location.activity	Johannesburg, South Africa	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	0103 Numerical and Computational Mathematics	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
dc.location.activity	Johannesburg, South Africa
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	false	en_US
pubs.finish-date	2014-02-25	en_US
pubs.start-date	2014-02-26	en_US

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