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About this Mathematics article

A highly sensitive mean-reverting process in finance and the Euler–Maruyama approximations by Fuke Wu; Xuerong Mao; Kan Chen is a Mathematics article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Mathematics.

Author
Fuke Wu; Xuerong Mao; Kan Chen
Publisher
Elsevier Science; Elsevier ; Elsevier Inc.; Elsevier BV (ISSN 0022-247X)
Published
2008
Field
Mathematics (Physical Sciences)