Quotation Szölgyenyi, Michaela. 2016. A strong order 1/2 method for solving multidimensional SDEs appearing in mathematical finance. Vienna Congress on Mathematical Finance, Vienna, Austria, 12.09.-14.09.


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Publication's profile

Status of publication Published
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 Vienna Congress on Mathematical Finance
Year 2016
Date 12.09.-14.09.
Country Austria
Location Vienna

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)
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