Publications in Scientific Journals:
M. Siopacha, J. Teichmann:
"Weak and Strong Taylor methods for numerical solutions of stochastic differential equations";
Quantitative Finance,
11
(2011),
4;
517
- 528.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1080/14697680903493573
Related Projects:
Project Head Josef Teichmann:
START Preis Projekt: Geometrie stochastischer Differentialgleichungen
Created from the Publication Database of the Vienna University of Technology.