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Numerical Solution of Stochastic Differential Equations | Researchclopedia

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Numerical Solution of Stochastic Differential Equations

19924,972 citationsBook

Authors

Peter E. Kloeden · Goethe University Frankfurt

Eckhard Platen · University of Technology Sydney

Topics & Keywords

Stochastic processes and financial applications

Publication Details

DOI: 10.1007/978-3-662-12616-5

Field-Weighted Citation Impact: 51.08