Abstract
This chapter provides an introduction into the numerical integration of stochastic differential equations (SDEs). Again X t denotes a stochastic process and solution of an SDE,
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© 2006 Springer
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Seydel, R.U. (2006). Simulation with Stochastic Differential Equations. In: Tools for Computational Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-27926-1_3
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DOI: https://doi.org/10.1007/3-540-27926-1_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-27923-5
Online ISBN: 978-3-540-27926-6
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