Szölgyenyi, Michaela. 2016. A strong order 1/2 method for solving multidimensional SDEs appearing in mathematical finance. 9th World Congress of the Bachelier Finance Society, New York City, United States/USA, 15.07.-19.07.
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Status of publication | Published |
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Affiliation | WU |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | A strong order 1/2 method for solving multidimensional SDEs appearing in mathematical finance |
Event | 9th World Congress of the Bachelier Finance Society |
Year | 2016 |
Date | 15.07.-19.07. |
Country | United States/USA |
Location | New York City |
Associations
- People
- Szölgyenyi, Michaela (Former researcher)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1114 Numerical mathematics (Details)
- 1117 Actuarial mathematics (Details)
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)