Showing 1 - 5 results of 5 for search '"60H35"', query time: 3.13s Refine Results
  1. 1
    Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance
    by Hasan Alzubaidi
    Published 2020-07-01
    Subjects: “...60H35...”
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    Article
  2. 2
    Explicit order 3/2 Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion
    by Alhojilan Yazid
    Published 2019-12-01
    Subjects: “...primary 60h35...”
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  3. 3
    Calibration and simulation of Heston model
    by Mrázek Milan, Pospíšil Jan
    Published 2017-05-01
    Subjects: “...60h35...”
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    Article
  4. 4
    The Default Risk Charge approach to regulatory risk measurement processes
    by Bonollo Michele, Persio Luca Di, Prezioso Luca
    Published 2018-12-01
    Subjects: “...60h35...”
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    Article
  5. 5
    Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation
    by Calatayud Julia, Cortés Juan Carlos, Jornet Marc
    Published 2018-12-01
    Subjects: “...60h35...”
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    Article
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