Lecture 2023-1 Session 20: Numerical Methods: Time-Discretization of Itô Stochastic Processes (2/4)
Channel: finmath
Date: 2023-06-30

Lecture 2023-1 Session 20: Numerical Methods / Computational Finance 1: Time-Discretization of Itô Stochastic Processes (2/4): Strong Convergence of the Euler Scheme

- Time-Continuous Process of the Euler Scheme
- Strong Convergence of the Euler Scheme Process