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International Journal of Computer Mathematics Volume 89, 2012 - Issue 6
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Section B

Semi-discrete approximations for stochastic differential equations and applications

Nikolaos Halidias Department of Statistics and Actuarial-Financial Mathematics, University of the Aegean, Karlovassi, 83200, Samos, GreeceCorrespondence[email protected]
Pages 780-794 | Received 10 Feb 2011, Accepted 12 Jan 2012, Published online: 23 Feb 2012

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