Search for dissertations about: "Anders Muszta"
Found 2 swedish dissertations containing the words Anders Muszta.
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1. Contributions to Numerical Solution of Stochastic Differential Equations
Abstract : This thesis consists of four papers: Paper I is an overview of recent techniques in strong numerical solutions of stochastic differential equations, driven by Wiener processes, that have appeared the last then 10 years, or so. Paper II studies theoretical and numerical aspects of stochastic differential equations with so called volatility induced stationarity. READ MORE
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2. Recent advances in the numerical solution of stochastic differential equations
Abstract : .... READ MORE
Result pages:
1