MAPLE and MATLAB for stochastic differential equations in finance

D.J. Higham, P.E. Kloeden

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationProgramming Languages and Systems in Computational Economics and Finance
EditorsSøren Bo Neilsen
PublisherSpringer
Pages233-270
Number of pages38
ISBN (Print)1402071396
Publication statusPublished - 31 Aug 2002

Keywords

  • MAPLE
  • MATLAB

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