Numerical methods for stochastic processes
Bouleau, Nicolas.
Numerical methods for stochastic processes Nicolas Bouleau, Dominique Lepingle. - New York John Wiley & Sons 1994. - 359 p. ; 25 cm. - Wiley series in probability and mathematical statistics. Applied probability and statistics. .
'A Wiley-Interscience publication'.
references p. 337-351.
0471546410 RM180.47
Stochastic processes--Mathematical models.
Monte Carlo method.
Numerical methods for stochastic processes Nicolas Bouleau, Dominique Lepingle. - New York John Wiley & Sons 1994. - 359 p. ; 25 cm. - Wiley series in probability and mathematical statistics. Applied probability and statistics. .
'A Wiley-Interscience publication'.
references p. 337-351.
0471546410 RM180.47
Stochastic processes--Mathematical models.
Monte Carlo method.