A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance
Crossref DOI link: https://doi.org/10.1007/s11009-024-10087-w
Published Online: 2024-05-13
Published Print: 2024-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Singh, P. K.
Saha Ray, S.
Text and Data Mining valid from 2024-05-13
Version of Record valid from 2024-05-13
Article History
Received: 29 July 2023
Revised: 8 March 2024
Accepted: 22 April 2024
First Online: 13 May 2024
Declarations
:
: Not applicable.
: The authors declare no competing interests.