On the construction of explicit exponential based schemes for Stiff SDEs
Autor(a) principal: | |
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Data de Publicação: | 2015 |
Tipo de documento: | Artigo de conferência |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/14158 |
Resumo: | Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015 |
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De la Cruz, HugoDemais unidades::RPCA2015-10-23T13:23:02Z2015-10-23T13:23:02Z2015http://hdl.handle.net/10438/14158Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015engEMAp - Escola de Matemática AplicadaOn the construction of explicit exponential based schemes for Stiff SDEsinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObjectEconomiaEquações diferenciais estocásticasreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessToolbox para a simulação e estimação de equações estocásticas e modelos financeiros de volatilidade estocásticaProjetos de Pesquisa 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dc.title.eng.fl_str_mv |
On the construction of explicit exponential based schemes for Stiff SDEs |
title |
On the construction of explicit exponential based schemes for Stiff SDEs |
spellingShingle |
On the construction of explicit exponential based schemes for Stiff SDEs De la Cruz, Hugo Economia Equações diferenciais estocásticas |
title_short |
On the construction of explicit exponential based schemes for Stiff SDEs |
title_full |
On the construction of explicit exponential based schemes for Stiff SDEs |
title_fullStr |
On the construction of explicit exponential based schemes for Stiff SDEs |
title_full_unstemmed |
On the construction of explicit exponential based schemes for Stiff SDEs |
title_sort |
On the construction of explicit exponential based schemes for Stiff SDEs |
author |
De la Cruz, Hugo |
author_facet |
De la Cruz, Hugo |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Demais unidades::RPCA |
dc.contributor.author.fl_str_mv |
De la Cruz, Hugo |
dc.subject.area.por.fl_str_mv |
Economia |
topic |
Economia Equações diferenciais estocásticas |
dc.subject.bibliodata.por.fl_str_mv |
Equações diferenciais estocásticas |
description |
Trabalho apresentado Numerical Solution of Differential and Differential-Algebraic Equations (NUMDIFF-14), Halle, 7-11 Sep 2015 |
publishDate |
2015 |
dc.date.accessioned.fl_str_mv |
2015-10-23T13:23:02Z |
dc.date.available.fl_str_mv |
2015-10-23T13:23:02Z |
dc.date.issued.fl_str_mv |
2015 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/conferenceObject |
format |
conferenceObject |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/14158 |
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http://hdl.handle.net/10438/14158 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.publisher.none.fl_str_mv |
EMAp - Escola de Matemática Aplicada |
publisher.none.fl_str_mv |
EMAp - Escola de Matemática Aplicada |
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FGV |
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FGV |
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Repositório Institucional do FGV (FGV Repositório Digital) |
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