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

Cite this

Higham, D. J., & Kloeden, P. E. (2002). MAPLE and MATLAB for stochastic differential equations in finance. In S. B. Neilsen (Ed.), Programming Languages and Systems in Computational Economics and Finance (pp. 233-270). Springer.