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Metoda Euler-Maruyama in njena ekstrapolacija : delo diplomskega seminarja
ID Pohl, Sara (Author), ID Velušček, Dejan (Mentor) More about this mentor... This link opens in a new window

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PID: 20.500.12556/rul/6bd9c7ff-8079-48f3-b96f-6be230016949

Language:Slovenian
Keywords:matematika, opcije, ekstrapolacija, konvergenca, slučajne diferencialne enačbe, Wienerjev proces
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[S. Pohl]
Year:2014
Number of pages:26 str.
PID:20.500.12556/RUL-97035 This link opens in a new window
UDC:519.2
COBISS.SI-ID:17271129 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1213
Downloads:428
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Secondary language

Language:English
Title:Euler-Maruyama method and its extrapolation
Keywords:mathematics, options, extrapolation, convergence, stochastic differential equations, Wiener process

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