Monte Carlo simulation for stochastic differential equation

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dc.contributor.author Bruti Liberati, N
dc.contributor.author Platen, E
dc.contributor.editor al, RCE
dc.date.accessioned 2012-02-02T11:14:00Z
dc.date.issued 2010-01
dc.identifier.citation Encyclopedia of Quantitative Finance, 2010, 1st, pp. 1271 - 1278
dc.identifier.isbn 978-0-470-05756-8
dc.identifier.other B3 en_US
dc.identifier.uri http://hdl.handle.net/10453/16821
dc.description.abstract NA
dc.format No Code
dc.publisher Wiley
dc.title Monte Carlo simulation for stochastic differential equation
dc.type Chapter
dc.parent Encyclopedia of Quantitative Finance
dc.journal.number en_US
dc.publocation US en_US
dc.publocation US
dc.publocation US
dc.identifier.startpage 1271 en_US
dc.identifier.endpage 1278 en_US
dc.cauo.name SCI.Mathematical Sciences en_US
dc.conference Verified OK en_US
dc.for 1403 Econometrics
dc.personcode 970685
dc.personcode 10086991
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.edition 1st
dc.edition 1st
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA
dc.description.keywords NA
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.copyright.date 2015-04-15 12:17:09.805752+10
pubs.consider-herdc false
pubs.consider-herdc false
utslib.collection.history School of Mathematical Sciences (ID: 340)
utslib.collection.history School of Mathematical Sciences (ID: 340)
utslib.collection.history Closed (ID: 3)
utslib.collection.history Closed (ID: 3)


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