Metoda Euler-Maruyama in njena ekstrapolacija

Abstract

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Language:	Slovenian
Year of publishing:	2014
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[S. Pohl]
UDC:	519.2
COBISS:	17271129
Views:	679
Downloads:	396
Average score:	0 (0 votes)
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Other data

Secondary language:	English
Secondary title:	Euler-Maruyama method and its extrapolation
Secondary keywords:	mathematics;options;extrapolation;convergence;stochastic differential equations;Wiener process;
Type (COBISS):	Final seminar paper
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	26 str.
ID:	10911252