ls1216 发表于 2011-3-3 22:23
Numerical Schemes for Stochastic Differential Equation Models

• Desmond J. Higham1,
• Peter E. Kloeden2

• [size=1.2em]Published Online: 15 SEP 2008
  [size=1.2em]DOI: 10.1002/9780470061596.risk0386
  
  [size=1.2em]Book Title: Encyclopedia of Quantitative Risk Analysis and Assessment
  [size=1.2em]
  [size=1.2em]电子链接：http://onlinelibrary.wiley.com/doi/10.1002/9780470061596.risk0386/abstract