MAPLE and MATLAB for stochastic differential equations in finance

Higham, D.J. and Kloeden, P.E.; Neilsen, Søren Bo, ed. (2002) MAPLE and MATLAB for stochastic differential equations in finance. In: Programming Languages and Systems in Computational Economics and Finance. Springer, pp. 233-270. ISBN 1402071396 (http://www.math.uni-frankfurt.de/~numerik/kloeden/...)

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ORCID iDs

Higham, D.J. ORCID logoORCID: https://orcid.org/0000-0002-6635-3461 and Kloeden, P.E.; Neilsen, Søren Bo