On the efficiency of simplified weak Taylor schemes for Monte Carlo simulation in finance

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dc.contributor.author Liberati, NB
dc.contributor.author Platen, E
dc.contributor.editor Bubak, M
dc.contributor.editor DickVanAlbada, G
dc.contributor.editor Sloot, PMA
dc.contributor.editor Dongarra, JJ
dc.date.accessioned 2009-11-09T02:45:38Z
dc.date.issued 2004-01-01
dc.identifier.citation COMPUTATIONAL SCIENCE - ICCS 2004, PROCEEDINGS, 2004, 3039 pp. 771 - 778 (8)
dc.identifier.isbn 3-540-22129-8
dc.identifier.issn 0302-9743
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/1886
dc.publisher SPRINGER-VERLAG BERLIN
dc.title On the efficiency of simplified weak Taylor schemes for Monte Carlo simulation in finance
dc.type Conference Proceeding
dc.description.version Published
dc.description.version Published
dc.description.version Published
dc.description.version Published
dc.parent COMPUTATIONAL SCIENCE - ICCS 2004, PROCEEDINGS
dc.journal.volume 3039
dc.journal.number en_US
dc.publocation New York, USA en_US
dc.publocation Singapore
dc.identifier.startpage 771 en_US
dc.identifier.endpage 778 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.conference International Fuzzy Logic and Intelligent technologies in Nuclear Science Conference
dc.conference 4th International Conference on Computational Science (ICCS 2004)
dc.conference 4th International Conference on Computational Science (ICCS 2004)
dc.conference 4th International Conference on Computational Science (ICCS 2004)
dc.conference 4th International Conference on Computational Science (ICCS 2004)
dc.conference.location Poland en_US
dc.for 0802 Computation Theory and Mathematics
dc.personcode 970685
dc.personcode 10086991
dc.percentage 100 en_US
dc.classification.name Computation Theory and Mathematics en_US
dc.classification.type FOR-08 en_US
dc.custom International Conference on Computational Science en_US
dc.date.activity 20040606 en_US
dc.date.activity 2006-08-29
dc.date.activity 2004-06-06
dc.date.activity 2004-06-06
dc.date.activity 2004-06-06
dc.date.activity 2004-06-06
dc.location.activity Poland en_US
dc.location.activity Genova, ITALY
dc.location.activity Krakow, POLAND
dc.location.activity Krakow, POLAND
dc.location.activity Krakow, POLAND
dc.location.activity Krakow, POLAND
dc.description.keywords Science & Technology
dc.description.keywords Technology
dc.description.keywords Computer Science, Interdisciplinary Applications
dc.description.keywords Computer Science, Theory & Methods
dc.description.keywords Computer Science
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/Faculty of Science/School of Mathematical Sciences
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
pubs.consider-herdc true


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