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.