Publication detail

Stochastic Numerical Solutions Using C#

KOLÁŘOVÁ, E., TOROK, Cs.

Original Title

Stochastic Numerical Solutions Using C#

Type

conference paper

Language

English

Original Abstract

This paper considers numerical solutions of stochastic differential equations. The stochastic Euler scheme and the stochastic Milstein scheme are examined. We present two different approaches to implementation of this schemes in the MS .NET Framework.

Keywords

C#; stochastic differential equations; stochastic numeric methods

Authors

KOLÁŘOVÁ, E., TOROK, Cs.

Released

25. 9. 2007

Publisher

Springer Verlag

Location

Athens, Greece

ISBN

978-0-387-84818-1

Book

Proceedings of the European Computing Conference, Volume 2, Lecture Notes in Electrical Engineering, Vol. 28, 2009

Edition number

1.

Pages from

563

Pages to

567

Pages count

5

BibTex

@inproceedings{BUT23954,
  author="Edita {Kolářová}",
  title="Stochastic Numerical Solutions Using C#",
  booktitle="Proceedings of the European Computing Conference, Volume 2, Lecture Notes in Electrical Engineering, Vol. 28, 2009",
  year="2007",
  number="1.",
  pages="5",
  publisher="Springer Verlag",
  address="Athens, Greece",
  isbn="978-0-387-84818-1"
}