Numerical Solution of Stochastic Differential Equations with Jumps in Finance: Predictor-Corrector Schemes | Department of Decision Sciences

Numerical Solution of Stochastic Differential Equations with Jumps in Finance: Predictor-Corrector Schemes

Seminars - Occasional seminars

14:00 - 15:00

room 137, viale isonzo 25

Download the Paper

Nicola Bruti Liberati (University of Technology, Sydney)