Browsing Toolbox para a simulação e estimação de equações estocásticas e modelos financeiros de volatilidade estocástica / RP by Title

Now showing items 1-5 of 5

Title
A Higher order and stable method for the numerical integration of Random Differential Equations [1]
A Numerical method for the semilinear stochastic transport equation [1]
Computer simulation of the stochastic transport equation [1]
Numerical integration of coupled stochastic oscillators driven by Random Forces [1]
On the construction of explicit exponential based schemes for Stiff SDEs [1]