"Qualitative properties of different numerical methods for the ..."

Irene Tubikanec et al. (2022)

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DOI: 10.1016/J.CAM.2021.113951

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type: Journal Article

metadata version: 2022-02-23

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Irene Tubikanec, Massimiliano Tamborrino, Petr Lánský, Evelyn Buckwar:
Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. J. Comput. Appl. Math. 406: 113951 (2022)

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