Lecture 2023-1 Session 22: Numerical Methods: Time-Discretization of Itô Stochastic Processes (4/4)
Channel: finmath
Date: 2023-07-05

Lecture 2023-1 Session 22: Numerical Methods / Computational Finance 1: Time-Discretization of Itô Stochastic Processes (4/4): Refinement of Time-Discretization

- Brownian Bridge
- Implementation
- Successive Refinements
- Code Session: BrownianBridge