Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion

Tubikanec, Irene ; Tamborrino, Massimiliano ; Lansky, Petr ; Buckwar, Evelyn

Journal of computational and applied mathematics, 2022-05, Vol.406, p.113951, Article 113951 [Periódico revisado por pares]

Elsevier B.V

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