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Metoda Euler-Maruyama in njena ekstrapolacija : delo diplomskega seminarja
ID
Pohl, Sara
(
Author
),
ID
Velušček, Dejan
(
Mentor
)
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MD5: E0A5FBBCAADB6897137B763BAD750581
PID:
20.500.12556/rul/6bd9c7ff-8079-48f3-b96f-6be230016949
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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
UDC:
519.2
COBISS.SI-ID:
17271129
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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