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You are here: Home / Publications / Refereed Publications / I. Tubikanec, M. Tamborrino, P. Lansky, and E. Buckwar. Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion.

I. Tubikanec, M. Tamborrino, P. Lansky, and E. Buckwar. Qualitative properties of numerical methods for the inhomogeneous geometric Brownian motion.

2020, preprint available at https://arxiv.org/abs/2003.10193