Simulation and Inference for Stochastic Differential Equations - Iacus, Stefano M., author (New York, NY Springer New York, 2008)
Mathematics and Statistics (Springer-11649)
Keywords: Signal, Image and Speech Processing; Computational Mathematics and Numerical Analysis; Computer science - Mathematics; Computer simulation; Econometrics; Econometrics; Finance; Mathematical statistics; Quantitative Finance; Simulation and Modeling; Statistics; Statistics; Statistics and Computing/Statistics Programs