"Euler Scheme for One-Dimensional SDEs with Time Dependent Reflecting Barriers."

Leszek Slominski, Tomasz Wojciechowski (2004)

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DOI: 10.1007/978-3-540-25944-2_105

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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Leszek Slominski, Tomasz Wojciechowski:
Euler Scheme for One-Dimensional SDEs with Time Dependent Reflecting Barriers. International Conference on Computational Science 2004: 811-818

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