MAPLE and MATLAB for stochastic differential equations in finance

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Programming Languages and Systems in Computational Economics and Finance
Editors	Søren Bo Neilsen
Publisher	Springer
Pages	233-270
Number of pages	38
ISBN (Print)	1402071396
Publication status	Published - 31 Aug 2002

Keywords / Materials (for Non-textual outputs)

@inbook{a404e0ce1f25458bb8447071e92dd197,

title = "MAPLE and MATLAB for stochastic differential equations in finance",

keywords = "MAPLE, MATLAB",

author = "D.J. Higham and P.E. Kloeden",

year = "2002",

month = aug,

day = "31",

language = "English",

isbn = "1402071396",

pages = "233--270",

editor = "Neilsen, \{S{\o}ren Bo\}",

booktitle = "Programming Languages and Systems in Computational Economics and Finance",

publisher = "Springer",

address = "United Kingdom",

}