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On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance., и . International Conference on Computational Science, том 3039 из Lecture Notes in Computer Science, стр. 771-778. Springer, (2004)Weak discrete time approximation of stochastic differential equations with time delay., и . Math. Comput. Simul., 59 (6): 497-507 (2002)On the Distributional Characterization of Daily Log-Returns of a World Stock Index, и . Applied Mathematical Finance, 13 (1): 19--38 (2006)Pricing of index options under a minimal market model with log-normal scaling, и . Quantitative Finance, 3 (6): 442--450 (2003)A law of large numbers for wide range exclusion processes in random media. Stochastic Processes and their Applications, 31 (1): 33--49 (марта 1989)Numerical solution of stochastic differential equations, и . Applications of Mathematics Springer, Berlin, (2010)4th corrected printing.Numerical solution of SDE through computer experiments, , и . Universitext Springer, Berlin, (2003)Applications of the balanced method to stochastic differential equations in filtering., и . Monte Carlo Methods Appl., 5 (1): 19-38 (1999)A hardware generator for multi-point distributed random variables., , , и . ISCAS (2), стр. 1702-1705. IEEE, (2005)A variance reduction technique based on integral representations, и . Quantitative Finance, 2 (5): 362--369 (2002)