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Numerical Solution of Stochastic Di erential Equations in ...

Numerical Solution of Stochastic Di erential Equations in Finance 3 where t i= t i t i 1 and t i 1 t0i t i.Similarly, the Ito integral is the limit Z d c f(t) dW t= lim t !0 Xn i=1

  Solutions, Equations, Numerical, Stochastic, Erential, Numerical solution of stochastic di erential equations