A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance.
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| Title: | A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance. |
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| Authors: | Singh, P. K.1 (AUTHOR), Saha Ray, S.2 (AUTHOR) santanusaharay@yahoo.com |
| Source: | Methodology & Computing in Applied Probability. Jun2024, Vol. 26 Issue 2, p1-23. 23p. |
| Database: | Mathematics Source |
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| ISSN: | 13875841 |
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| DOI: | 10.1007/s11009-024-10087-w |
