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Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion
- 1.Tubikanec, I., Tamborrino, M., Lánský, P., Buckwar, E. Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion. Journal of Computational and Applied Mathematics. 2022, 406(May 1), 113951. ISSN 0377-0427. E-ISSN 1879-1778. Available: https://doi.org/10.1016/j.cam.2021.113951.
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