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.