Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
A simple and efficient algorithm for least-squares estimation of the parameters of a numerically solved diffusion model is presented. The algorithm has been specially developed for the analysis of ...
General aspects of polynomial interpolation theory. Formulations in different basis, e.g. Lagrange, Newton etc. and their approximation and computational properties ...
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